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


Imports/Depends/LinkingTo/Enhances (2)
  • R
  • tmvnsim >= 1.0-2
  • Version History