Package: mnormt 2.1.1
Adelchi Azzalini
mnormt: The Multivariate Normal and t Distributions, and Their Truncated Versions
Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.
Authors:
mnormt_2.1.1.tar.gz
mnormt_2.1.1.tar.gz(r-4.5-noble)mnormt_2.1.1.tar.gz(r-4.4-noble)
mnormt_2.1.1.tgz(r-4.4-emscripten)mnormt_2.1.1.tgz(r-4.3-emscripten)
mnormt.pdf |mnormt.html✨
mnormt/json (API)
NEWS
| # Install 'mnormt' in R: |
| install.packages('mnormt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:5fa4247f5e. Checks:1 OK, 1 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 22 2025 |
| R-4.5-linux-x86_64 | NOTE | Jan 22 2025 |
Exports:biv.nt.probdmnormdmtdmtruncnormdmtrunctmom.mtruncnormmom2cumpd.solveplot_fxypmnormpmtpmtruncnormpmtrunctptriv.ntrecintabrmnormrmtrmtruncnormsadmvnsadmvtsample_Mardia_measures
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The 'mnormt' package: summary information | mnormt-package |
| The multivariate normal distribution | dmnorm pmnorm rmnorm sadmvn |
| Moments and other quantities of a (possibly) truncated multivariate normal distribution | mom.mtruncnorm |
| Conversion of an array of moments to cumulants | mom2cum |
| The multivariate Student's _t_ distribution | biv.nt.prob dmt pmt ptriv.nt rmt sadmvt |
| The multivariate truncated normal distribution | dmtruncnorm pmtruncnorm rmtruncnorm |
| The multivariate truncated Student's _t_ distribution | dmtrunct pmtrunct |
| Inverse of a symmetric positive-definite matrix | pd.solve |
| Plotting a function of two variables | plot_fxy |
| Moments of arbitrary order of a (possibly) truncated multivariate normal variable | recintab |
| The Mardia measures of multivariate skewness and kurtosis for a given sample | sample_Mardia_measures |