Reference manual

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install.packages("mvtnorm")

1.3-2 by Torsten Hothorn, a month 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, ALLSPICER, ARCensReg, ARCokrig, ASSISTant, ATE.ERROR, AccelStab, AntMAN, AssetCorr, BAMBI, BANAM, BCClong, BCDAG, BElikelihood, BFpack, BINtools, BLA, BLOQ, BMTAR, BRBVS, BSL, BSagri, BTYDplus, BVAR, BalanceCheck, Ball, BayesBEKK, BayesCR, BayesComm, BayesFBHborrow, BayesFactor, BayesMFSurv, BayesMortalityPlus, BayesMultiMode, BayesRGMM, BayesSurvive, BayesTools, BayesianFactorZoo, BayesianTools, Bayesiantreg, Bergm, Bestie, BinGSD, BinOrdNonNor, Bolstad, CALIBERrfimpute, CCTpack, CDGHMM, CIAAWconsensus, CPBayes, CTxCC, CenBAR, CensMFM, CensSpatial, ClusVis, ClusterVAR, CoMiRe, CoSMoS, CompMix, CondMVT, ConfZIC, ConformalSmallest, ConsensusClustering, ContaminatedMixt, CorrBin, CorrToolBox, CovTools, CureAuxSP, DBpower, DCEM, DCEtool, DEM, DFIT, DGP4LCF, DIRMR, DNLC, DescTools, DoseFinding, DoubleML, EAinference, EFAutilities, EMC2, EMSS, ETC, Ecfun, EventPredInCure, ExtremalDep, ExtremeRisks, FLORAL, FMsmsnReg, FastGP, FlexVarJM, FuzzyClass, GBJ, GCPBayes, GDILM.ME, GDILM.SEIRS, GDILM.SIR, GFDmcv, GFDrmst, GFDrmtl, GFisher, GPCMlasso, GPEMR, GPGame, GRelevance, GWEX, GenEst, GrFA, GroupSeq, H2x2Factorial, HCTDesign, HDCI, HMMextra0s, HMMmlselect, HeckmanEM, HonestDiD, HydroPortailStats, ICSClust, ICSOutlier, ICtest, IMIX, INLAjoint, IRR2FPR, Infusion, KGode, Karen, Kernelheaping, Kmedians, KrigInv, L2DensityGoFtest, LCAextend, LDATS, LINselect, LMest, LSVAR, LaMa, LassoGEE, LogConcDEAD, LongMemoryTS, LongituRF, MARSS, MBHdesign, MBSP, MCCM, MCPAN, MCPModGeneral, MEPDF, MESS, MEclustnet, MIRES, MJMbamlss, MKpower, MLEce, MQMF, MRMCaov, MSIMST, MSclust, MTS, MVNBayesian, MVTests, MagmaClustR, Mediana, MedianaDesigner, MissCP, MixGHD, MixSemiRob, MixtureMissing, MomTrunc, MultBiplotR, MultiGroupO, MultiStatM, NCutYX, NRejections, NVCSSL, NestMRMC, NetOrigin, NetworkChange, OBASpatial, OHPL, OPDOE, OPSR, OptimalGoldstandardDesigns, PCMBase, PEPBVS, PH1XBAR, PMCMRplus, PRP, PRSPGx, PTERP, PUMP, PanCanVarSel, Phase12Compare, 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mlts, mmcm, mmmgee, moderate.mediation, modnets, modsem, momentuHMM, monomvn, moodlequizR, motmot, mratios, msaenet, msm, mult.latent.reg, multIntTestFunc, multibridge, multimark, multinomialLogitMix, multivator, mvDFA, mvMAPIT, mvSLOUCH, mvord, mvpd, mvst, netcmc, networktree, nhm, nlmm, nlsem, nmarank, nonmem2R, nonnest2, nonparametric.bayes, norMmix, nph, nphPower, oclust, otrimle, palm, pamm, pammtools, parTimeROC, pcFactorStan, pcaPP, pedtricks, petersenlab, pez, pgee.mixed, phylometrics, phyr, pivmet, plsRbeta, plsRglm, plsVarSel, plsmmLasso, pmartR, pmhtutorial, pmwg, polycor, pomp, pooling, popPCR, porridge, posologyr, powerNLSEM, powerPLS, powerly, powertools, predtools, projpred, psborrow, psborrow2, psc, 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, secr, sedproxy, seeds, segMGarch, semicontMANOVA, sensitivity2x2xk, sensmediation, sgee, sharpr2, shinyKGode, shock, shrinkem, simdata, simexaft, simpleMH, simplePHENOTYPES, simstandard, simtrial, simukde, sjSDM, skewMLRM, skewlmm, skipTrack, smicd, smile, snem, sns, sorocs, soundgen, sp23design, spANOVA, spBFA, spCP, spagmix, sparsediscrim, sparsevar, spass, sphet, spikeSlabGAM, spup, squeezy, stableGR, statGraph, stepPenal, strata.MaxCombo, sts, submax, survParamSim, survRM2adapt, svrep, swgee, tailDepFun, tci, telefit, telescope, testtwice, tf, thurstonianIRT, timeROC, timedelay, tramME, tramvs, transDA, 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, CDM, COMBAT, COST, CPMCGLM, CommonMean.Copula, EMMIXSSL, FAmle, FPDclustering, FSTpackage, GGMridge, GGMselect, GLMaSPU, GLSME, GenOrd, HCmodelSets, HMMcopula, ICS, ICSNP, IndepTest, JPEN, LGEWIS, LSMonteCarlo, MAMS, MBCbook, MCPMod, MCPModPack, MIXFIM, MNS, MetabolAnalyze, Modalclust, MultiOrd, NegBinBetaBinreg, OptHoldoutSize, OrdNor, PCMRS, PGEE, PHeval, PairedData, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, QRM, SSsimple, SimDissolution, TAR, aSPU, anMC, asd, bayeslongitudinal, bayesmeta, bgmm, bgsmtr, bpp, bulletcp, calibrator, caper, condMVNorm, dawai, depend.truncation, distrEllipse, dotgen, eCV, emulator, exametrika, factorial2x2, faoutlier, freqdom, freqdom.fda, freqparcoord, frequentistSSDBinary, genetics, gfboost, glmm, gmmsslm, growthrate, hbim, hglasso, hhsmm, highmean, holland, hsem, logcondiscr, mBvs, 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, VBel, VecDep, VeccTMVN, WPKDE, acopula, apsimx, aqp, bdsvd, bigutilsr, bivrp, brokenstick, car, carSurv, causact, ccaPP, celltrackR, cheem, chngpt, clustTMB, coloc, colorspace, conformalInference.multi, cornet, corrcoverage, cotram, coxme, cubature, densratio, distfreereg, distillML, distributional, docopulae, dqrng, ecp, ensemblepp, epmrob, equalCovs, evitaicossa, fCopulae, fabletools, fairadapt, fastcpd, 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, mdw, metadat, metafor, mev, mglasso, mixAK, mmcif, modeest, model4you, mplusParallel.automation, mstDIF, multipleOutcomes, mvnfast, netmeta, newIMVC, nsROC, occupationMeasurement, palmtree, pcalg, polyCub, poth, prabclus, probout, pscl, psychmeta, psychonetrics, qfratio, qtl2pleio, rankCorr, rbmi, regressinator, ridgetorus, roboBayes, robustHD, robustrank, robustvarComp, rockchalk, rodd, rr2, sBIC, samplr, scDIFtest, sensitivity, shapeNA, simcausal, simulator, sirt, skedastic, sparseLTSEigen, sparseMVN, sphunif, ssmodels, ssmrob, stochvol, strucchange, strucchangeRcpp, thames, tlrmvnmvt, torch, tramnet, transreg, ttScreening, unusualprofile, vcd, viking, wsyn, xpose.

Enhanced by geostatsp, starnet.

Linked to by bayescopulareg.


See at CRAN