• mvtnorm

  • Referenced in 140 articles [sw04359]
  • mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random deviates...
  • QSIMVN

  • Referenced in 139 articles [sw32329]
  • functions, for the numerical computation of multivariate normal distribution values. The method used is similar ... paper ”Numerical Computation of Multivariate Normal Probabilities”, in J. of Computational and Graphical Stat...
  • CMA-ES

  • Referenced in 109 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 312 articles [sw08059]
  • Build and manipulate probability distributions of the skew-normal family and some related ones, notably ... diagnostics, in the univariate and the multivariate case...
  • hgm R

  • Referenced in 18 articles [sw08770]
  • However, normalizing constants of many interesting stasistical distributions do not have such closed expressions ... normalizing constants are holonomic functions with respect to parameters. Then, such normalizing constants satisfy holonomic ... given normalizing constant. (1) Find a holonomic system satisfied by the normalizing constant ... normalizing constant of the multivariate normal distribution restricted to the first orthant...
  • Orthants

  • Referenced in 12 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 ... application is given to multivariate probit models...
  • 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...
  • 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...
  • mnormt

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

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

  • Referenced in 6 articles [sw23408]
  • confidence intervals can be computed using multivariate normal distribution, multivariate t-distribution with a Satterthwaite...
  • EMMIX

  • Referenced in 20 articles [sw08192]
  • mixture model of multivariate normal or t-distributed components to a given data set. This...
  • MVN

  • Referenced in 16 articles [sw20752]
  • approaches and implements multivariate outlier detection and univariate normality of marginal distributions through plots...
  • sirt

  • Referenced in 5 articles [sw15945]
  • mean and covariance structure modelling for multivariate normally distributed data...
  • PROC CALIS

  • Referenced in 5 articles [sw12071]
  • assumed to have an approximately multivariate normal distribution. Nonnormality, especially high kurtosis, can produce poor...
  • ghyp

  • Referenced in 22 articles [sw08162]
  • univariate and multivariate Generalized Hyperbolic distribution and its special cases (Hyperbolic (hyp), Normal Inverse Gaussian...
  • inorm

  • Referenced in 2 articles [sw24701]
  • multiple imputation based on the multivariate normal distribution (using the EM algorithm and a data...
  • gems

  • Referenced in 2 articles [sw24203]
  • specific hazard function, whose parameters are multivariable normally distributed...
  • QSCMVN

  • Referenced in 2 articles [sw32365]
  • functions, for the numerical computation of multivariate normal distribution values. The method used is similar...