mnormt
The Multivariate Normal and t Distributions
Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.
Tests Vignettes
Available Snapshots
This version of mnormt can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (1) |
|---|