mvtnorm
Multivariate Normal and t Distributions
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3-7 |
rolling linux/jammy R-4.5 | mvtnorm_1.3-7.tar.gz |
1.0 MiB |
1.3-7 |
rolling linux/noble R-4.5 | mvtnorm_1.3-7.tar.gz |
1.0 MiB |
1.3-7 |
rolling source/ R- | mvtnorm_1.3-7.tar.gz |
955.2 KiB |
1.3-7 |
latest linux/jammy R-4.5 | mvtnorm_1.3-7.tar.gz |
1.0 MiB |
1.3-7 |
latest linux/noble R-4.5 | mvtnorm_1.3-7.tar.gz |
1.0 MiB |
1.3-7 |
latest source/ R- | mvtnorm_1.3-7.tar.gz |
955.2 KiB |
1.3-7 |
2026-04-26 source/ R- | mvtnorm_1.3-7.tar.gz |
955.2 KiB |
1.3-7 |
2026-04-23 source/ R- | mvtnorm_1.3-7.tar.gz |
955.2 KiB |
1.3-6 |
2026-04-09 windows/windows R-4.5 | mvtnorm_1.3-6.zip |
987.9 KiB |
1.3-3 |
2025-04-20 source/ R- | mvtnorm_1.3-3.tar.gz |
821.2 KiB |