mvtnorm
swMATH4359CRANmvtnormMaRDI QIDQ16536FDOQ16536
Multivariate Normal and t Distributions
Xuefei Mi, Frank Bretz, Torsten Hothorn, Alan Genz, Tetsuhisa Miwa
Last update: 27 November 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.1-3, 0.1-8, 0.2-1, 0.3-0, 0.3-1, 0.3-3, 0.3-5, 0.3-6, 0.5-0, 0.5-1, 0.5-4, 0.5-5, 0.5-6, 0.5-7, 0.5-8, 0.5-9, 0.5-10, 0.5-11, 0.5-12, 0.5-14, 0.5-15, 0.6-0, 0.6-1, 0.6-2, 0.6-3, 0.6-5, 0.6-6, 0.6-7, 0.6-8, 0.7-0, 0.7-1, 0.7-2, 0.7-3, 0.7-4, 0.7-5, 0.8-0, 0.8-1, 0.8-2, 0.8-3, 0.9-0, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-7, 0.9-8, 0.9-9, 0.9-92, 0.9-94, 0.9-95, 0.9-96, 0.9-99, 0.9-999, 0.9-9991, 0.9-9992, 0.9-9993, 0.9-9994, 0.9-9995, 0.9-9996, 0.9-9997, 0.9-9998, 0.9-9999, 0.9-99991, 0.9-99992, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.0-7, 1.0-8, 1.0-9, 1.0-10, 1.0-11, 1.0-12, 1.1-0, 1.1-1, 1.1-2, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 1.2-4
Source code repository: https://github.com/cran/mvtnorm
Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.
Cited In (only showing first 100 items - show all)
- SmoothHazard
- ARCensReg
- qrNLMM
- QFASA
- flexsurv
- ctsem
- DescTools
- fuzzyforest
- MTS
- discSurv
- NetOrigin
- SparseTSCGM
- crmPack
- DFIT
- KrigInv
- boral
- list
- lrgs
- bsam
- random.polychor.pa
- funreg
- Mediana
- multimark
- mcprofile
- CensSpatial
- rstpm2
- rpql
- sns
- REndo
- otrimle
- timedelay
- ContaminatedMixt
- approximator
- clinfun
- riskRegression
- regtools
- pammtools
- geiger
- polycor
- libcoin
- Ecfun
- misreport
- rankFD
- ICSOutlier
- PopED
- bootnet
- MixGHD
- msaenet
- BayesianTools
- cope
- eefAnalytics
- mets
- joineRML
- AHMbook
- lvnet
- NetworkChange
- fdasrvf
- ragt2ridges
- LINselect
- tsxtreme
- ExtremalDep
- HDtest
- BAMBI
- FastGP
- sensitivity2x2xk
- crawl
- bridgesampling
- momentuHMM
- rjmcmc
- fMultivar
- httk
- MARSS
- TFisher
- HRM
- bamlss
- BayesCR
- simPATHy
- multivator
- qrLMM
- goric
- simexaft
- clustMD
- BinOrdNonNor
- sparsediscrim
- sphet
- timeROC
- maxstat
- MBSP
- MCPAN
- alphastable
- mvSLOUCH
- sambia
- PCMBase
- tailDepFun
- RPANDA
- uniReg
- quantdr
- dvmisc
- LongMemoryTS
- miscF
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