Package: mvtnorm 1.3-2
Torsten Hothorn
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.
Authors:
mvtnorm_1.3-2.tar.gz
mvtnorm_1.3-2.tar.gz(r-4.5-noble)mvtnorm_1.3-2.tar.gz(r-4.4-noble)
mvtnorm_1.3-2.tgz(r-4.4-emscripten)mvtnorm_1.3-2.tgz(r-4.3-emscripten)
mvtnorm.pdf |mvtnorm.html✨
mvtnorm/json (API)
NEWS
| # Install 'mvtnorm' in R: |
| install.packages('mvtnorm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/mvtnorm
Last updated 21 days agofrom:7ffef46f87. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-linux-x86_64 | OK | Nov 05 2024 |
Exports:as.cholas.invcholas.ltMatricesas.syMatriceschol2corchol2covchol2invcholchol2pcchol2precond_mvnormcondDistCrossprodDcholdepermadestandardizediagonalsdiagonals<-dmvnormdmvtGenzBretzinvchol2cholinvchol2corinvchol2covinvchol2pcinvchol2preinvcholDis.cholis.invcholis.ltMatricesis.syMatricesldmvnormldpmvnormlLgradlogdetLower_trilpmvnormlpRRltMatricesmarg_mvnormmargDistMiwaMultmvnormpmvnormpmvtqmvnormqmvtrmvnormrmvtsldmvnormsldpmvnormslpmvnormslpRRstandardizesyMatricesTcrossprodTVPACKvectrick
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate Normal and t Distributions | mvtnorm-package mvtnorm |
| Choice of Algorithm and Hyper Parameters | GenzBretz Miwa TVPACK |
| (Experimental) User Interface to Multiple Multivariate Normal Distributions | aperm.mvnorm condDist condDist.mvnorm lLgrad lLgrad.mvnorm logLik.mvnorm margDist margDist.mvnorm mvnorm simulate.mvnorm |
| Multivariate Normal Log-likelihood and Score Functions | ldmvnorm ldpmvnorm lpmvnorm sldmvnorm sldpmvnorm slpmvnorm |
| Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances | lpRR slpRR |
| Multiple Lower Triangular or Symmetric Matrices | adddiag aperm.chol aperm.invchol aperm.ltMatrices aperm.syMatrices as.array.ltMatrices as.array.syMatrices as.chol as.invchol as.ltMatrices as.ltMatrices.ltMatrices as.ltMatrices.syMatrices as.syMatrices chol.syMatrices chol2cor chol2cov chol2invchol chol2pc chol2pre Crossprod Dchol deperma destandardize diagonals diagonals.integer diagonals.ltMatrices diagonals.matrix diagonals.syMatrices diagonals<- diagonals<-.ltMatrices diagonals<-.syMatrices invchol2chol invchol2cor invchol2cov invchol2pc invchol2pre invcholD is.chol is.invchol is.ltMatrices is.syMatrices logdet Lower_tri ltMatrices Mult Mult.ltMatrices Mult.syMatrices solve.ltMatrices standardize syMatrices Tcrossprod vectrick |
| Marginal and Conditional Multivariate Normal Distributions | cond_mvnorm marg_mvnorm |
| Multivariate Normal Density and Random Deviates | dmvnorm rmvnorm |
| The Multivariate t Distribution | dmvt rmvt |
| Multivariate Normal Distribution | pmvnorm |
| Multivariate t Distribution | pmvt |
| Quantiles of the Multivariate Normal Distribution | qmvnorm |
| Quantiles of the Multivariate t Distribution | qmvt |
