• mvtnorm

  • Referenced in 130 articles [sw04359]
  • package mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random...
  • QSIMVN

  • Referenced in 133 articles [sw32329]
  • functions, for the numerical computation of multivariate normal distribution values. The method used is similar ... given in the paper ”Numerical Computation of Multivariate Normal Probabilities”, in J. of Computational...
  • CMA-ES

  • Referenced in 102 articles [sw05063]
  • solutions are sampled according to a multivariate normal distribution in the mathbb{R}^n. Pairwise...
  • Latent GOLD

  • Referenced in 93 articles [sw11673]
  • finite mixture (FM) models for multivariate normal distributions began to emerge, through the work...
  • sn

  • Referenced in 297 articles [sw08059]
  • Skew-t. Build and manipulate probability distributions of the skew-normal family and some related ... diagnostics, in the univariate and the multivariate case...
  • Linkages

  • Referenced in 18 articles [sw01332]
  • tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals ... most useful tools for handling multivariate distributions with given univariate marginals is the copula function ... Using it, any multivariate distribution function can be represented in a way that emphasizes ... used for the study of multivariate distributions with given multivariate marginals by emphasizing the separate...
  • copula

  • Referenced in 132 articles [sw14499]
  • package copula: Multivariate Dependence with Copulas. Classes (S4) of commonly used elliptical, Archimedean, extreme value ... some more copula families. Methods for density, distribution, random number generation, bivariate dependence measures, perspective ... variance estimates. Independence and serial (univariate and multivariate) independence tests, and other copula related tests...
  • teigen

  • Referenced in 13 articles [sw07950]
  • based clustering and classification with the multivariate t-distribution. Fits multivariate t-distribution mixture models...
  • tlmec

  • Referenced in 11 articles [sw11119]
  • models with censored response using the multivariate-t distribution. Mixed-effects models are commonly used ... outliers and the need for heavy tailed distributions for random effects and residual errors motivate ... response (NLMEC/LMEC) based on the multivariate Student-t distribution. An ECM algorithm is developed ... mean and variance of a truncated multivariate-t distribution. The proposed algorithm is implemented...
  • nbpMatching

  • Referenced in 11 articles [sw06785]
  • exact distribution-free test comparing two multivariate distributions. We also introduce an R package that...
  • tmvtnorm

  • Referenced in 18 articles [sw08073]
  • package tmvtnorm: Truncated Multivariate Normal and Student t Distribution. Random number generation for the truncated ... multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional...
  • gss

  • Referenced in 273 articles [sw06099]
  • penalized likelihood method and the construction of multivariate models with built-in ANOVA decompositions. Extensive ... PLUS language. Code for regression has been distributed in the R package gss freely available...
  • evd

  • Referenced in 22 articles [sw12267]
  • density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which...
  • hgm R

  • Referenced in 17 articles [sw08770]
  • However, normalizing constants of many interesting stasistical distributions do not have such closed expressions ... normalizing constant of the multivariate normal distribution restricted to the first orthant...
  • Orthants

  • Referenced in 11 articles [sw14755]
  • reconstructing orthant probabilities for non-singular multivariate normal distributions. Orthant probabilities are expressed in terms ... efficient accurate evaluation of the multivariate normal cumulative distribution function than previously, for many situations ... where the original distribution arises from a graphical model. An implementation is available ... application is given to multivariate probit models...
  • multtest

  • Referenced in 22 articles [sw08262]
  • select a potentially faster null distribution which is multivariate normal with mean zero and variance...
  • ghyp

  • Referenced in 19 articles [sw08162]
  • ghyp: A package on the generalized hyperbolic distribution and its special cases. This package provides ... working with the univariate and multivariate Generalized Hyperbolic distribution and its special cases (Hyperbolic...
  • mnormt

  • Referenced in 12 articles [sw04564]
  • package mnormt: The multivariate normal and t distributions , This package provides functions ... computing the density and the distribution function of multivariate normal and multivariate ”t” variates...
  • ContaminatedMixt

  • Referenced in 9 articles [sw21014]
  • Fitting Parsimonious Mixtures of Multivariate Contaminated Normal Distributions. We introduce the R package ContaminatedMixt, conceived ... mixtures of multivariate contaminated normal distributions as a tool for robust clustering and classification under ... more popular mixtures of multivariate normal and t distributions, this approach also allows for automatic...
  • SPECTRODE

  • Referenced in 9 articles [sw13984]
  • data is a sample from a multivariate distribution with a given covariance matrix. Under high...