Multivariate Normal and t Distributions

[Package List] [Top]

Documentation for package ‘mvtnorm’ version 0.9-9

User Guides and Package Vignettes

Read overview or browse directory.

Help Pages

dmvnorm Multivariate Normal Density and Random Deviates
dmvt The Multivariate t Distribution
GenzBretz Choice of Algorithm and Hyper Parameters
Miwa Choice of Algorithm and Hyper Parameters
pmvnorm Multivariate Normal Distribution
pmvt Multivariate t Distribution
qmvnorm Quantiles of the Multivariate Normal Distribution
qmvt Quantiles of the Multivariate t Distribution
rmvnorm Multivariate Normal Density and Random Deviates
rmvt The Multivariate t Distribution