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:Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb], Martin Maechler [ctb], Torsten Hothorn [aut, cre]

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'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/mvtnorm

Uses libs:
  • openblas– Optimized BLAS

fortranopenblas

13.94 score 2 stars 2.6k packages 14k scripts 420k downloads 67 mentions 58 exports 0 dependencies

Last updated 2 months agofrom:7ffef46f87. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 05 2024
R-4.5-linux-x86_64OKDec 05 2024

Exports:as.cholas.invcholas.ltMatricesas.syMatriceschol2corchol2covchol2invcholchol2pcchol2precond_mvnormcondDistCrossprodDcholdepermadestandardizediagonalsdiagonals<-dmvnormdmvtGenzBretzinvchol2cholinvchol2corinvchol2covinvchol2pcinvchol2preinvcholDis.cholis.invcholis.ltMatricesis.syMatricesldmvnormldpmvnormlLgradlogdetLower_trilpmvnormlpRRltMatricesmarg_mvnormmargDistMiwaMultmvnormpmvnormpmvtqmvnormqmvtrmvnormrmvtsldmvnormsldpmvnormslpmvnormslpRRstandardizesyMatricesTcrossprodTVPACKvectrick

Dependencies:

Multivariate Normal Log-likelihoods in the mvtnorm Package

Rendered fromlmvnorm_src.Rnwusingutils::Sweaveon Dec 05 2024.

Last update: 2024-11-04
Started: 2023-06-02

Using mvtnorm

Rendered fromMVT_Rnews.Rnwusingutils::Sweaveon Dec 05 2024.

Last update: 2024-05-21
Started: 2013-09-03

Readme and manuals

Help Manual

Help pageTopics
Multivariate Normal and t Distributionsmvtnorm-package mvtnorm
Choice of Algorithm and Hyper ParametersGenzBretz Miwa TVPACK
(Experimental) User Interface to Multiple Multivariate Normal Distributionsaperm.mvnorm condDist condDist.mvnorm lLgrad lLgrad.mvnorm logLik.mvnorm margDist margDist.mvnorm mvnorm simulate.mvnorm
Multivariate Normal Log-likelihood and Score Functionsldmvnorm ldpmvnorm lpmvnorm sldmvnorm sldpmvnorm slpmvnorm
Multivariate Normal Log-likelihood and Score Functions for Reduced Rank CovarianceslpRR slpRR
Multiple Lower Triangular or Symmetric Matricesadddiag 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 Distributionscond_mvnorm marg_mvnorm
Multivariate Normal Density and Random Deviatesdmvnorm rmvnorm
The Multivariate t Distributiondmvt rmvt
Multivariate Normal Distributionpmvnorm
Multivariate t Distributionpmvt
Quantiles of the Multivariate Normal Distributionqmvnorm
Quantiles of the Multivariate t Distributionqmvt