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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.
Package | Summary | Distribution | Download |
R-mnormt-2.1.0-8.fc41.aarch64.html | The Multivariate Normal and t Distributions | Fedora Rawhide for aarch64 | R-mnormt-2.1.0-8.fc41.aarch64.rpm |
R-mnormt-2.1.0-8.fc41.ppc64le.html | The Multivariate Normal and t Distributions | Fedora Rawhide for ppc64le | R-mnormt-2.1.0-8.fc41.ppc64le.rpm |
R-mnormt-2.1.0-8.fc41.s390x.html | The Multivariate Normal and t Distributions | Fedora Rawhide for s390x | R-mnormt-2.1.0-8.fc41.s390x.rpm |
R-mnormt-2.1.0-8.fc41.x86_64.html | The Multivariate Normal and t Distributions | Fedora Rawhide for x86_64 | R-mnormt-2.1.0-8.fc41.x86_64.rpm |
R-mnormt-2.1.0-7.fc40.aarch64.html | The Multivariate Normal and t Distributions | Fedora 40 updates for aarch64 | R-mnormt-2.1.0-7.fc40.aarch64.rpm |
R-mnormt-2.1.0-7.fc40.x86_64.html | The Multivariate Normal and t Distributions | Fedora 40 updates for x86_64 | R-mnormt-2.1.0-7.fc40.x86_64.rpm |
R-mnormt-2.1.0-6.fc40.aarch64.html | The Multivariate Normal and t Distributions | Fedora 40 for aarch64 | R-mnormt-2.1.0-6.fc40.aarch64.rpm |
R-mnormt-2.1.0-6.fc40.ppc64le.html | The Multivariate Normal and t Distributions | Fedora 40 for ppc64le | R-mnormt-2.1.0-6.fc40.ppc64le.rpm |
R-mnormt-2.1.0-6.fc40.s390x.html | The Multivariate Normal and t Distributions | Fedora 40 for s390x | R-mnormt-2.1.0-6.fc40.s390x.rpm |
R-mnormt-2.1.0-6.fc40.x86_64.html | The Multivariate Normal and t Distributions | Fedora 40 for x86_64 | R-mnormt-2.1.0-6.fc40.x86_64.rpm |
R-mnormt-2.1.0-4.fc39.aarch64.html | The Multivariate Normal and t Distributions | Fedora 39 for aarch64 | R-mnormt-2.1.0-4.fc39.aarch64.rpm |
R-mnormt-2.1.0-4.fc39.ppc64le.html | The Multivariate Normal and t Distributions | Fedora 39 for ppc64le | R-mnormt-2.1.0-4.fc39.ppc64le.rpm |
R-mnormt-2.1.0-4.fc39.s390x.html | The Multivariate Normal and t Distributions | Fedora 39 for s390x | R-mnormt-2.1.0-4.fc39.s390x.rpm |
R-mnormt-2.1.0-4.fc39.x86_64.html | The Multivariate Normal and t Distributions | Fedora 39 for x86_64 | R-mnormt-2.1.0-4.fc39.x86_64.rpm |
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