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)
- GGMridge
- ICSNP
- mediation
- mixsmsn
- party
- ICS
- multcomp
- partykit
- plgp
- DoseFinding
- tmvtnorm
- AdMit
- GGMselect
- BayesVarSel
- BinNonNor
- depend.truncation
- hglasso
- MultiOrd
- QRM
- MCPMod
- spate
- texmex
- weightedScores
- CAMAN
- GenOrd
- sscor
- BACprior
- FPDclustering
- mombf
- mdhglm
- CDM
- PoisNor
- AssocTests
- qcr
- mada
- caper
- anMC
- GLMaSPU
- bgmm
- simboot
- mhsmm
- wbsts
- SCRSELECT
- parallelMCMCcombine
- bayesmeta
- OrdNor
- PoisBinOrdNor
- nparcomp
- mvProbit
- dawai
- genetics
- psbcGroup
- randomizeR
- faoutlier
- condMVNorm
- asd
- MAMS
- HCmodelSets
- logcondiscr
- MBCbook
- freqdom
- imputeYn
- growthrate
- HMMcopula
- tram
- uskewFactors
- bgsmtr
- MetabolAnalyze
- LSMonteCarlo
- PGEE
- freqdom.fda
- glmm
- spatialprobit
- bayeslongitudinal
- symmoments
- PairedData
- mgarchBEKK
- hhsmm
- tilting
- IndepTest
- sasLM
- mutoss
- gmmsslm
- sdetorus
- multimix
- yuima
- miscFuncs
- distrEllipse
- EMMIXSSL
- selectiongain
- multxpert
- timedeppar
- BAYSTAR
- hbim
- PCMRS
- FAmle
- BSPADATA
- OptHoldoutSize
- bpp
- gfboost
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