
mvtnorm
 Referenced in 161 articles
[sw04359]
 package mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random...

QSIMVN
 Referenced in 148 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...

CMAES
 Referenced in 120 articles
[sw05063]
 solutions are sampled according to a multivariate normal distribution in the mathbb{R}^n. Pairwise...

Latent GOLD
 Referenced in 94 articles
[sw11673]
 finite mixture (FM) models for multivariate normal distributions began to emerge, through the work...

sn
 Referenced in 339 articles
[sw08059]
 Skewt. Build and manipulate probability distributions of the skewnormal 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 167 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 16 articles
[sw07950]
 based clustering and classification with the multivariate tdistribution. Fits multivariate tdistribution mixture models...

tlmec
 Referenced in 14 articles
[sw11119]
 models with censored response using the multivariatet distribution. Mixedeffects 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 Studentt distribution. An ECM algorithm is developed ... mean and variance of a truncated multivariatet distribution. The proposed algorithm is implemented...

ContaminatedMixt
 Referenced in 16 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...

tmvtnorm
 Referenced in 23 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 onedimensional...

nbpMatching
 Referenced in 14 articles
[sw06785]
 exact distributionfree test comparing two multivariate distributions. We also introduce an R package that...

Orthants
 Referenced in 16 articles
[sw14755]
 reconstructing orthant probabilities for nonsingular 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...

ghyp
 Referenced in 26 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...

hgm R
 Referenced in 21 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...

mnormt
 Referenced in 16 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...

evd
 Referenced in 24 articles
[sw12267]
 density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which...

gss
 Referenced in 293 articles
[sw06099]
 penalized likelihood method and the construction of multivariate models with builtin ANOVA decompositions. Extensive ... PLUS language. Code for regression has been distributed in the R package gss freely available...

tmg
 Referenced in 18 articles
[sw39813]
 Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space...

SPECTRODE
 Referenced in 11 articles
[sw13984]
 data is a sample from a multivariate distribution with a given covariance matrix. Under high...