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

QSIMVN
 Referenced in 148 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...

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]
 Build and manipulate probability distributions of the skewnormal family and some related ones, notably ... diagnostics, in the univariate and the multivariate case...

hgm R
 Referenced in 21 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 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 ... application is given to multivariate probit models...

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...

mnormt
 Referenced in 16 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 7 articles
[sw23408]
 confidence intervals can be computed using multivariate normal distribution, multivariate tdistribution with a Satterthwaite...

MVN
 Referenced in 21 articles
[sw20752]
 approaches and implements multivariate outlier detection and univariate normality of marginal distributions through plots...

EMMIX
 Referenced in 20 articles
[sw08192]
 mixture model of multivariate normal or tdistributed components to a given data set. This...

sirt
 Referenced in 6 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...

Latin Hypercube Sampling
 Referenced in 10 articles
[sw40378]
 implementing Latin hypercube sampling from multivariate normal, uniform & empirical distribution. Correlation among variables...

ghyp
 Referenced in 26 articles
[sw08162]
 univariate and multivariate Generalized Hyperbolic distribution and its special cases (Hyperbolic (hyp), Normal Inverse Gaussian...

mvnfast
 Referenced in 3 articles
[sw16569]
 computationally efficient tools related to the multivariate normal distribution. The main functionalities are: simulating multivariate...

ProbitSpatial
 Referenced in 3 articles
[sw37939]
 maximization of likelihood of an approximate multivariate normal distribution function, a task that was considered...