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mnormt

The Multivariate Normal and t Distributions, and Their Truncated Versions

v2.1.2 · Jan 26, 2026 · GPL-2 | GPL-3
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Description

Functions are provided for computing the density and the distribution function of multi-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (81)

depends

EXRQ OptHoldoutSize PAGWAS PLordprob StratSel blatent qtlhot quantreg.nonpar

imports

AMISforInfectiousDiseases BayesCR BayesDissolution BifactorIndicesCalculator CensRegSMSN ContaminatedMixt DiceOptim EMbC ERP EasyABC FADA FMCensSkewReg GJRM GLMaSPU GPGame HMMHSMM ICAOD LatentBMA MBESS MBSGS MSclust MixedPsy MixtureMissing Rgbp SIBER SMNlmec UPG WACS apollo bapred bayou bgsmtr blavaan bmstdr censoredAIDS correctedAUC derivmkts discnorm dispRity dsample eFCM ei highmean latentcor lavaan ldbod lmmpar mable mixAK mixedCCA mvord mvst nvmix paleoTS phytools psych savvySh sfa sn ssmn tsDyn wCorr wsprv

suggests

MIIVefa barrks brms copent fAssets hmde matrixCorr misty semTools vita

Dependency Network

Dependencies Reverse dependencies EXRQ OptHoldoutSize PAGWAS PLordprob StratSel blatent qtlhot quantreg.nonpar AMISforInfectiousDiseases BayesCR BayesDissolution BifactorIndicesCalculator CensRegSMSN ContaminatedMixt DiceOptim +66 more reverse deps mnormt

Version History

new 2.1.2 Mar 10, 2026
updated 2.1.2 ← 2.1.1 diff Jan 26, 2026
updated 2.1.1 ← 2.1.0 diff Sep 25, 2022
updated 2.1.0 ← 2.0.2 diff Jun 6, 2022
updated 2.0.2 ← 2.0.1 diff Aug 31, 2020
updated 2.0.1 ← 2.0.0 diff Jun 28, 2020
updated 2.0.0 ← 1.5-7 diff Jun 1, 2020
updated 1.5-7 ← 1.5-6 diff Apr 30, 2020
updated 1.5-6 ← 1.5-5 diff Feb 2, 2020
updated 1.5-5 ← 1.5-4 diff Oct 14, 2016
updated 1.5-4 ← 1.5-3 diff Mar 8, 2016
updated 1.5-3 ← 1.5-2 diff May 24, 2015
updated 1.5-2 ← 1.5-1 diff Apr 2, 2015
updated 1.5-1 ← 1.5-0 diff Jun 29, 2014
updated 1.5-0 ← 1.4-7 diff Jun 26, 2014
updated 1.4-7 ← 1.4-5 diff Dec 3, 2013
updated 1.4-5 ← 1.4-3 diff Jan 6, 2012
updated 1.4-3 ← 1.4-2 diff May 3, 2011
updated 1.4-2 ← 1.4-1 diff Apr 27, 2011
updated 1.4-1 ← 1.4-0 diff Apr 6, 2011