mnormt: The Multivariate Normal and t Distributions, and Their Truncated Versions (original) (raw)
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.
| Version: | 2.1.1 |
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| Depends: | R (≥ 2.2.0) |
| Published: | 2022-09-26 |
| DOI: | 10.32614/CRAN.package.mnormt |
| Author: | Adelchi Azzalini [aut, cre], Alan Genz [aut] (most Fortran code), Alan Miller [ctb] (Fortran routine PHI), Michael J. Wichura [ctb] (Fortran routine PHINV), G. W. Hill [ctb] (Fortran routine STDINV), Yihong Ge [ctb] (Fortran routines BNVU and MVBVU). |
| Maintainer: | Adelchi Azzalini <adelchi.azzalini at unipd.it> |
| License: | GPL-2 | GPL-3 |
| URL: | http://azzalini.stat.unipd.it/SW/Pkg-mnormt/ |
| NeedsCompilation: | yes |
| Citation: | mnormt citation info |
| Materials: | NEWS |
| In views: | Distributions |
| CRAN checks: | mnormt results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: | bayess, blatent, EXRQ, OptHoldoutSize, PAGWAS, PEACH, PLordprob, qtlhot, quantreg.nonpar, StratSel |
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| Reverse imports: | AMISforInfectiousDiseases, apollo, ARpLMEC, bapred, BayesCR, BayesDissolution, bgsmtr, BifactorIndicesCalculator, blavaan, bmstdr, ContaminatedMixt, correctedAUC, derivmkts, DesignCTPB, DiceOptim, discnorm, dispRity, doppelgangR, dsample, EasyABC, ei, EMbC, ERP, FADA, FAMT, flowStats, GJRM, GLMaSPU, GPGame, highmean, ICAOD, LatentBMA, latentcor, lavaan, ldbod, lmmpar, mable, MBESS, MBSGS, mixAK, mixedCCA, MixedPsy, MixtureMissing, MSclust, mvord, mvst, nvmix, paleoTS, phytools, psych, Rgbp, SIBER, SMNlmec, sn, ssmn, tsDyn, UPG, WACS, wCorr, wsprv |
| Reverse suggests: | barrks, BLCOP, brms, copent, fAssets, MIIVefa, misty, semTools, vita |
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