Reference manual

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install.packages("mvtnorm")

1.2-4 by Torsten Hothorn, 5 months ago


http://mvtnorm.R-forge.R-project.org


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


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]


Documentation:   PDF Manual  


GPL-2 license


Imports stats

Suggests qrng, numDeriv


Imported by ADCT, AHMbook, ARCensReg, ARCokrig, ASSISTant, AccelStab, AntMAN, AssetCorr, BAMBI, BCClong, BCDAG, BElikelihood, BFpack, BINtools, BLOQ, BMTAR, BRBVS, BSL, BSagri, BTYDplus, BVAR, BalanceCheck, Ball, BayesBEKK, BayesCR, BayesComm, BayesFBHborrow, BayesFactor, BayesMFSurv, BayesMortalityPlus, BayesMultiMode, BayesRGMM, BayesTools, BayesianFactorZoo, BayesianTools, Bayesiantreg, Bergm, Bestie, BinGSD, BinOrdNonNor, Bolstad, CALIBERrfimpute, CCTpack, CIAAWconsensus, CPBayes, CenBAR, CensMFM, CensSpatial, ClusVis, CoMiRe, CoSMoS, CondMVT, ConfZIC, ConformalSmallest, ConsensusClustering, ContaminatedMixt, CorrBin, CorrToolBox, CovTools, CureAuxSP, DBpower, DCEM, DCEtool, DEM, DFIT, DNLC, DescTools, DoubleML, EAinference, EFAutilities, ELCIC, EMSS, ETC, Ecfun, EventPredInCure, ExtremalDep, ExtremeRisks, FLORAL, FMsmsnReg, FastGP, FlexVarJM, FuzzyClass, GBJ, GCPBayes, GFDmcv, GFDrmst, GFisher, GPCMlasso, GPGame, GRelevance, GWEX, GenEst, GrFA, GroupSeq, H2x2Factorial, HCTDesign, HDCI, HMMextra0s, HMMmlselect, HRM, HeckmanEM, HydroPortailStats, ICSClust, ICSOutlier, ICtest, IMIX, INLAjoint, IRR2FPR, Infusion, KGode, Karen, Kernelheaping, Kmedians, KrigInv, L2DensityGoFtest, LCAextend, LDATS, LINselect, LMest, LSVAR, LassoGEE, LogConcDEAD, LongMemoryTS, LongituRF, MARSS, MBHdesign, MBSP, MCPAN, MEPDF, MESS, MEclustnet, MIRES, MJMbamlss, MKpower, MLEce, MQMF, MRMCaov, MSclust, MTS, MVNBayesian, MVTests, MagmaClustR, Mediana, MedianaDesigner, MissCP, MixGHD, MixSemiRob, MixtureMissing, MomTrunc, MultBiplotR, MultiGroupO, MultiStatM, NCutYX, NRejections, NVCSSL, NestMRMC, NetOrigin, NetworkChange, OBASpatial, OHPL, OPDOE, OptimalGoldstandardDesigns, PCMBase, PH1XBAR, PMCMRplus, PRP, PRSPGx, PTERP, PUMP, PanCanVarSel, Phase12Compare, PhenotypeSimulator, PlatformDesign, PoissonMultinomial, PopED, PosRatioDist, Power2Stage, PowerTOST, ProteoBayes, QFASA, QTLEMM, QuadratiK, RBesT, RCBR, RCTrep, REFA, REndo, RGMM, RHPCBenchmark, RISCA, RJafroc, RMBC, RNGforGPD, RPANDA, RRRR, RcppCensSpatial, Rdrw, Rdta, RepeatedHighDim, RoBMA, Rpadrino, RprobitB, SAGM, SAMGEP, SEMgraph, SLTCA, SMARTp, SNPassoc, SNSeg, SSOSVM, SeleMix, SeqNet, SightabilityModel, SimBIID, SimComp, SimCorrMix, SimTimeVar, SlaPMEG, SmoothHazard, SparseTSCGM, SpatialGEV, SplitKnockoff, StempCens, StratifiedMedicine, Superpower, SurrogateBMA, SurvDisc, SynDI, TFisher, TPD, TSMSN, TTAinterfaceTrendAnalysis, TaylorRussell, TensorClustering, ThurMod, TrialEmulation, UPCM, UtilityFrailtyPH12, VARDetect, VARshrink, VineCopula, WACS, WRI, ZVCV, abtest, adaptsmoFMRI, agfh, alphastable, animalEKF, anipaths, apollo, approximator, armada, asbio, bamlss, bayesGARCH, bayesTFR, bayesammi, bayesianVARs, bbmle, bcrm, bdots, biClassify, binMto, bindata, binspp, bipd, blrm, bootPLS, bootnet, boral, borrowr, bossR, bpgmm, bridgesampling, bsam, bspcov, bssn, cAIC4, carfima, cases, cats, causalweight, cdcsis, cemco, circular, clikcorr, clinDR, clinfun, clustMD, coin, combinIT, complex, confintROB, conogive, cope, copula, copulaSim, copulaedas, corrDNA, covsep, cpss, crawl, crmPack, csn, ctsem, cwot, cxr, cyclomort, deBInfer, decisionSupport, deepgmm, deepgp, denseFLMM, depth.plot, difconet, dirichletprocess, discSurv, dppmix, drcSeedGerm, drugDemand, drugdevelopR, dvmisc, dwp, dyads, eBsc, eGST, ecostats, ecostatscale, ecpc, eefAnalytics, ei, emery, emmeans, endogenous, erfe, escalation, eventPred, evoTS, evolqg, fMultivar, fabMix, fastFMM, fdaMocca, fdasrvf, fect, ffp, fic, finbipartite, fingraph, fitHeavyTail, fitODBOD, fitode, flevr, flexsurv, flps, foreSIGHT, fssemR, funcharts, fungible, funreg, fuzzyforest, gMCP, gMCPLite, geeCRT, geeVerse, geiger, genscore, gerbil, getspanel, gexp, gfiUltra, glmmPen, glmmfields, gmvjoint, goric, gorica, graphicalExtremes, graphicalVAR, graphsim, graposas, gratis, grpseq, gsDesign2, gsMAMS, gsrsb, gsynth, hdpGLM, hettx, highriskzone, hmclearn, hmer, hmmm, httk, hypervolume, iDINGO, iMediate, ic.infer, icensBKL, idopNetwork, imbalance, imputeFin, intamap, interflex, iopsych, iprior, isni, jage, joineRML, jtdm, kerDAA, kernscr, ks, lamle, landsepi, latentnet, lavaSearch2, lawstat, lchemix, lcmm, lessSEM, lg, libcoin, linpk, list, longke, lpcde, lrgs, lrstat, lsasim, lsbclust, lvnet, mHMMbayes, marcher, mashr, matchMulti, matrixNormal, maxcombo, maxstat, mcprofile, meerva, merTools, metaBMA, metaConvert, metaSEM, metaSurvival, metamisc, mets, miWQS, micemd, mildsvm, misaem, miscF, misreport, missMDA, missMethods, missoNet, mistral, mixAR, mixSPE, mlVAR, mmcm, mmmgee, moderate.mediation, modnets, momentuHMM, monomvn, moodlequizR, motmot, mratios, msaenet, msm, mult.latent.reg, multIntTestFunc, multibridge, multimark, multinomialLogitMix, multipleOutcomes, multivator, mvDFA, mvMAPIT, mvSLOUCH, mvord, mvpd, mvst, netcmc, networktree, nhm, nlmm, nlsem, nmarank, nonmem2R, nonnest2, nonparametric.bayes, nph, nphPower, oclust, otrimle, palm, pamm, pammtools, pcFactorStan, pcaPP, pez, pgee.mixed, phylometrics, phyr, pivmet, plsRbeta, plsRglm, plsVarSel, plsmmLasso, pmartR, pmhtutorial, pmwg, polycor, pomp, pooling, popPCR, porridge, posologyr, powerPLS, powerly, predtools, projpred, psborrow, psborrow2, ptmixed, qape, qrLMM, qrNLMM, qtlpoly, quantdr, radiant.design, random.polychor.pa, rankFD, rankinma, raptr, ref.ICAR, refitME, regrap, regtools, remaCor, restriktor, riskPredictClustData, riskRegression, rjmcmc, robflreg, robustBLME, rocbc, rospca, rpf, rpql, rrcov, rstpm2, sGMRFmix, sahpm, sambia, sampleSelection, samplingDataCRT, scaleboot, sdPrior, sdmTMB, sedproxy, seeds, segMGarch, semicontMANOVA, sensitivity2x2xk, sensmediation, seqest, sgee, sharpr2, shinyKGode, shock, simexaft, simpleMH, simplePHENOTYPES, simstandard, simtrial, simukde, sjSDM, skewMLRM, skewlmm, smicd, snem, sns, sorocs, soundgen, sp23design, spANOVA, spBFA, spCP, sparsediscrim, sparsevar, spass, sphet, spikeSlabGAM, spup, squeezy, stableGR, stepPenal, strata.MaxCombo, submax, supcluster, survParamSim, survRM2adapt, svrep, swgee, tailDepFun, tci, telefit, testtwice, tf, thurstonianIRT, timeROC, timedelay, tramME, treeDA, triggerstrategy, tsxtreme, txshift, ui, umx, uniReg, varTestnlme, variationalDCM, vasicek, vasicekreg, vccp, vglmer, voi, weightedRank, windAC, womblR, wqspt.

Depended on by AFheritability, AdMit, AnaCoDa, AssocTests, BACprior, BAYSTAR, BNPTSclust, BSPADATA, BayesPieceHazSelect, BayesVarSel, Bayesiangammareg, BinNonNor, BinNor, CAMAN, CDM, COMBAT, COST, CPMCGLM, CommonMean.Copula, DoseFinding, EMMIXSSL, FAmle, FPDclustering, FSTpackage, GGMridge, GGMselect, GLMaSPU, GLSME, GenOrd, HCmodelSets, HMMcopula, ICS, ICSNP, IndepTest, JPEN, LGEWIS, LSMonteCarlo, MAMS, MCPMod, MCPModPack, MIXFIM, MNS, MetabolAnalyze, Modalclust, MultiOrd, NegBinBetaBinreg, OptHoldoutSize, OrdNor, PCMRS, PGEE, PairedData, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, QRM, SPARRAfairness, SSsimple, SimDissolution, TAR, aSPU, anMC, asd, bayeslongitudinal, bayesmeta, bgmm, bgsmtr, bpp, bulletcp, calibrator, caper, condMVNorm, dawai, depend.truncation, distrEllipse, dotgen, eCV, emulator, factorial2x2, faoutlier, freqdom, freqdom.fda, freqparcoord, genetics, gfboost, glmm, gmmsslm, growthrate, hbim, hglasso, hhsmm, highmean, holland, hsem, logcondiscr, mada, mc2d, mdhglm, mediation, mgarchBEKK, mhsmm, miscFuncs, mixsmsn, mombf, multcomp, multimix, multxpert, mutoss, mvProbit, mvnTest, nparcomp, optimStrat, ordinalpattern, parallelMCMCcombine, party, partykit, phase1RMD, plgp, powerCompRisk, powerGWASinteraction, psbcGroup, qcr, rPowerSampleSize, randomizeR, reglogit, robustsae, rtip, rwc, sRDA, samplesizelogisticcasecontrol, sasLM, sdetorus, selectiongain, sgPLS, simboot, sodavis, spate, spatialprobit, sscor, symmoments, texmex, tilting, timedeppar, tmvtnorm, tram, uncertainty, uskewFactors, vagam, wbsts, weightedScores, yuima.

Suggested by ACE.CoCo, Anthropometry, BLModel, BNSP, BuyseTest, CSTE, CerioliOutlierDetection, CondCopulas, DLMtool, DepthProc, DetMCD, DetR, EMMIXmfa, ElliptCopulas, EstimateGroupNetwork, FNN, FastPCS, FastRCS, FusionLearn, GAGAs, GET, GPFDA, GPvecchia, GeneralizedWendland, HH, HSAUR, HSAUR2, HSAUR3, KSD, LMMstar, MCMCglmm, MKinfer, MNM, MSEtool, MSG, MVA, MfUSampler, OncoBayes2, OpenMx, OwenQ, PCGII, PCObw, POUMM, PortfolioOptim, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, RcppNumerical, Rforestry, SAMtool, SIRthresholded, SWIM, SparseGrid, SuperGauss, Surrogate, TAM, TruncatedNormal, VeccTMVN, WPKDE, WSGeometry, acopula, apsimx, bdsvd, bigutilsr, bivrp, brokenstick, car, carSurv, causact, ccaPP, celltrackR, cheem, chngpt, coloc, colorspace, conformalInference.multi, corrcoverage, cotram, coxme, cubature, densratio, distillML, distributional, docopulae, dqrng, ecp, ensemblepp, epmrob, equalCovs, fCopulae, fairadapt, fgm, flexmix, fmcmc, fpc, frab, gamreg, gcKrig, geex, ggdist, gips, glmlep, gmm, greta, gsDesign, gscounts, hda, hdm, hermiter, highfrequency, horseshoenlm, hpa, hyperSpec, ipmr, ipred, jocre, kyotil, laGP, lmls, lnmCluster, lognorm, longclust, ltsspca, magi, match2C, mdw, metadat, metafor, mev, mglasso, mistat, mixAK, mmcif, modeest, model4you, mplusParallel.automation, mstDIF, mvnfast, netmeta, nsROC, occupationMeasurement, palmtree, pcalg, pedmod, polyCub, prabclus, probout, pscl, psychmeta, psychonetrics, qfratio, qtl2pleio, rankCorr, rbmi, regressinator, ridgetorus, roboBayes, robustHD, robustrank, robustvarComp, rockchalk, rodd, rr2, sBIC, scDIFtest, sensitivity, shapeNA, simcausal, simulator, sirt, skedastic, sparseLTSEigen, sparseMVN, sphunif, sptm, ssmodels, ssmrob, stochvol, strucchange, strucchangeRcpp, tclust, thames, tlrmvnmvt, torch, tramnet, transreg, ttScreening, unusualprofile, vcd, viking, wsyn, xpose.

Enhanced by cornet, geostatsp, starnet.

Linked to by bayescopulareg.


See at CRAN