Other packages > Find by keyword >

Explore topics

By keyword . Oldest R packages . Newest R packages . Top downloaded R packages . Datasets . Archived R packages . Top downloaded last week . Top downloaded yesterday

mvtnorm

Star Watch Copy Code

Multivariate Normal and t Distributions

View on CRAN: Click here

Download and install mvtnorm package within the R console
Install from CRAN:

 install.packages("mvtnorm")

Install from Github:

 library("remotes")

                        install_github("cran/mvtnorm")

Install by package version:

 library("remotes")

                        install_version("mvtnorm", "1.2-4")

Attach the package and use:

 library("mvtnorm")

Maintained by
Torsten Hothorn
[Scholar Profile | Author Map]

All associated links for this package

First Published: 2000-11-14

Latest Update: 2023-11-27

Description:

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.

How to cite:

Torsten Hothorn (2000). mvtnorm: Multivariate Normal and t Distributions. R package version 1.2-4, https://cran.r-project.org/web/packages/mvtnorm

Previous versions and publish date:

0.1-8 (2000-11-14 17:40), 0.2-1 (2000-12-06 09:59), 0.3-0 (2001-02-26 16:47), 0.3-1 (2001-03-30 17:21), 0.3-3 (2001-04-10 18:02), 0.3-5 (2001-07-14 23:00), 0.3-6 (2001-09-28 08:01), 0.5-0 (2001-12-19 17:40), 0.5-1 (2002-01-25 13:43), 0.5-4 (2002-04-09 18:41), 0.5-5 (2002-07-03 10:44), 0.5-6 (2002-10-08 17:38), 0.5-7 (2002-11-28 19:38), 0.5-8 (2003-01-22 13:56), 0.5-9 (2003-02-13 16:45), 0.5-10 (2003-04-23 21:34), 0.5-11 (2003-04-29 19:01), 0.5-12 (2003-05-09 18:31), 0.5-14 (2003-06-06 12:08), 0.5-15 (2003-06-16 14:30), 0.6-0 (2003-06-17 15:36), 0.6-1 (2003-06-18 22:50), 0.6-2 (2003-06-25 09:25), 0.6-3 (2003-07-21 23:37), 0.6-5 (2003-11-15 22:29), 0.6-6 (2004-04-12 14:57), 0.6-7 (2004-05-27 12:27), 0.6-8 (2004-06-03 19:36), 0.7-0 (2004-10-14 17:56), 0.7-1 (2004-11-19 07:14), 0.7-2 (2005-08-30 00:32), 0.7-3 (2006-08-23 21:58), 0.7-4 (2006-09-08 16:52), 0.7-5 (2006-09-18 10:07), 0.8-0 (2007-07-23 11:46), 0.8-1 (2007-07-24 21:58), 0.8-2 (2008-02-12 11:22), 0.8-3 (2008-02-19 20:37), 0.9-0 (2008-04-01 20:48), 0.9-1 (2008-07-05 18:32), 0.9-2 (2008-07-08 18:31), 0.9-3 (2008-12-22 18:18), 0.9-4 (2009-01-21 20:54), 0.9-5 (2009-03-17 19:17), 0.9-7 (2009-05-24 10:36), 0.9-8 (2009-10-27 20:17), 0.9-9 (2010-01-27 15:45), 0.9-92 (2010-07-06 20:35), 0.9-94 (2010-11-17 09:17), 0.9-95 (2010-11-18 15:45), 0.9-96 (2011-01-28 17:01), 0.9-99 (2011-04-24 08:57), 0.9-999 (2011-04-26 19:14), 0.9-9991 (2011-06-15 20:04), 0.9-9992 (2012-01-20 16:18), 0.9-9993 (2012-10-22 13:22), 0.9-9994 (2012-12-10 18:46), 0.9-9995 (2013-05-30 09:06), 0.9-9996 (2013-09-23 13:50), 0.9-9997 (2014-01-17 15:13), 0.9-9998 (2014-04-09 22:21), 0.9-9999 (2014-04-18 00:25), 0.9-99991 (2014-04-25 12:35), 0.9-99992 (2014-05-05 15:10), 1.0-0 (2014-07-08 13:42), 1.0-1 (2014-11-13 09:43), 1.0-2 (2014-12-18 10:22), 1.0-3 (2015-07-22 12:18), 1.0-4 (2016-01-19 17:03), 1.0-5 (2016-02-02 17:15), 1.0-6 (2017-03-02 16:14), 1.0-7 (2018-01-26 00:17), 1.0-8 (2018-05-31 22:38), 1.0-9 (2019-02-28 16:00), 1.0-10 (2019-03-05 02:00), 1.0-11 (2019-06-19 14:40), 1.0-12 (2020-01-09 15:10), 1.1-0 (2020-02-24 18:40), 1.1-1 (2020-06-09 17:50), 1.1-2 (2021-06-07 12:20), 1.1-3 (2021-10-08 11:50), 1.2-0 (2023-06-02 14:10), 1.2-1 (2023-06-04 11:20), 1.2-2 (2023-06-08 16:50), 1.2-3 (2023-08-25 16:00)

Other packages that cited mvtnorm R package

View mvtnorm citation profile

Other R packages that mvtnorm depends, imports, suggests or enhances

View mvtnorm dependency map

Functions, R codes and Examples using the mvtnorm R package

Some associated functions: Mvnorm . Mvt . algorithms . lpmvnorm . ltMatrices . margcond . mvtnorm-package . pmvnorm . pmvt . qmvnorm . qmvt .
Some associated R codes: lpmvnorm.R . ltMatrices.R . mvnorm.R . mvt.R . noisy-root.R . tvpack.R . Full mvtnorm package functions and examples

Downloads during the last 30 days

Get rewarded with contribution points by helping add

Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

buildr

Organize & Run Build Scripts Comfortably

Working with reproducible reports or any other similar projects often require to run the script that ...
Download / Learn more Package Citations See dependency

Maintainer: Jan Netik (view profile)

bulletr

Algorithms for Matching Bullet Lands

Analyze bullet lands using nonparametric methods. We provide a reading routine for x3p files (see &l ...
Download / Learn more Package Citations See dependency

Maintainer: Eric Hare (view profile)

lgarch

Simulation and Estimation of Log-GARCH Models

Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the ...
Download / Learn more Package Citations See dependency

Maintainer: Genaro Sucarrat (view profile)

Deriv

Symbolic Differentiation

R-based solution for symbolic differentiation. It admits user-defined function as well as function s ...
Download / Learn more Package Citations See dependency

Maintainer: Serguei Sokol (view profile)

nextGenShinyApps

Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools

Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency

Maintainer: Obinna Obianom (view profile)