The Complex Multivariate Gaussian Distribution

Various utilities for the complex multivariate Gaussian distribution.


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Reference manual

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install.packages("cmvnorm")

1.0-6 by Robin K. S. Hankin, 7 months ago


https://github.com/RobinHankin/cmvnorm.git


Report a bug at https://github.com/RobinHankin/cmvnorm/issues


Browse source code at https://github.com/cran/cmvnorm


Authors: Robin K. S. Hankin [aut, cre]


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-2 license


Imports elliptic

Depends on emulator

Suggests knitr


See at CRAN