Displaying 2 results from an estimated 2 matches for "mvnpack".
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minpack
2000 Nov 14
1
mvtnorm
Announcement: mvtnorm
Multivariate Normal and T Distribution
mvtnorm implements two R functions for the computation of the multivariate t
and normal distribution:
pmvt: Computes the the distribution function of the multivariate t
distribution for arbitary limits, degrees of freedom and
correlation matrices based on algorithms by Genz and Bretz.
pmvnorm: Computes the distribution
2000 Nov 14
1
mvtnorm
Announcement: mvtnorm
Multivariate Normal and T Distribution
mvtnorm implements two R functions for the computation of the multivariate t
and normal distribution:
pmvt: Computes the the distribution function of the multivariate t
distribution for arbitary limits, degrees of freedom and
correlation matrices based on algorithms by Genz and Bretz.
pmvnorm: Computes the distribution