mnormt: The multivariate normal and t distributions , This package provides functions for computing the density and the distribution function of multivariate normal and multivariate ”t” variates, and for generating random vectors sampled from these distributions. Probabilities are computed via a non-Monte Carlo method; different routines are used for the case d=1, d=2, d>2, if d denotes the number of dimensions. (Source: http://cran.r-project.org/web/packages)
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Brunero Liseo, Antonio Parisi: Objective Bayesian analysis for the multivariate skew-t model (2017) arXiv
- Salehi, Mahdi; Doostparast, Mahdi: Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities (2015)
- Robert, Christian P.; Casella, George: Introducing Monte Carlo methods with R. (2010)