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mnormt

2.1.2Package record

The Multivariate Normal and t Distributions, and Their Truncated Versions

66packages dependsuggested by 14
1.9Mdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 2.1.2
  • Some declarations of variables, notably DOUBLE PRECISION TVTMFN in tvpack.f, have been inserted in Fortran source files, as pointed out by the CRAN group.
  • Fixing some syntax glitches in the Rd documentation files, pointed out by the CRAN group.

From inst/NEWS.Rd in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.1 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-08
  • WARNING12 OK, 1 WARNING2026-06-07
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.1.2
READMENoVignettesNoNEWSYes · mentions 2.1.2Citation fileYes · computed when R runs itWebsiteYes
Help pages
11includes a package overview page
Examples that run
100%10 run in a plain check
Exported functions with examples
100%
Documented parameters
not tracked
Return-value docs
not tracked
Help pages citing references
73%

Downloads

1.9M
CRAN downloads in the past year
Rank #266 · ~5.2K/day · ~157.5K/mo
Daily download trend is not available in this view yet.
168.5K30 days
454.7K90 days
1.9M1 year
Compare downloads with other packages →
Also on19K r2u141 autocran42.5K conda_forge775 c2d4u

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)

Installing mnormt adds no packages beyond those that come with R.

Depends (1)
R >= 3.0.0
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none

People & History

People (6)
Author, Maintainer since 1.0 (2006)
Author
most Fortran code
Contributor · added in 2.1.2
Fortran routines BNVU and MVBVU
Contributor · added in 2.0.0
Fortran routine STDINV
Contributor · added in 2.0.0
Fortran routine PHI
Contributor · added in 2.0.0
Fortran routine PHINV
Listed in earlier versions (4)
Show 4 peopleHide 4 people
other people referred to in the code
no longer listed · 1.5-6 to 1.5-7
Yihong Ge .
no longer listed · 2.0.0 to 2.1.1
Hill
no longer listed · 2.1.2
Wichura
no longer listed · 2.1.2
Releases (29)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.1.2Latest
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    2026-01-27 · current release · diff ↗
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    R 4.5.0 released · 2025-04-11
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    R 4.4.0 released · 2024-04-24
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    R 4.3.0 released · 2023-04-21
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    2022-09-26 · diff ↗
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    2022-06-07 · diff ↗
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    R 4.2.0 released · 2022-04-22
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    R 4.1.0 released · 2021-05-18
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    2020-06-29 · diff ↗
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    R 4.0.0 released · 2020-04-24
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    2020-02-03 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
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    R 3.5.0 released · 2018-04-23
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    R 3.4.0 released · 2017-04-21
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    R 3.2.0 released · 2015-04-16
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    R 3.1.0 released · 2014-04-10
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    R 3.0.0 released · 2013-04-03
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    R 2.15.0 released · 2012-03-30
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    2012-01-07 · diff ↗ ·
    added 1 export
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    R 2.14.0 released · 2011-10-31
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    2011-04-28 · diff ↗
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    R 2.13.0 released · 2011-04-13
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    R 2.12.0 released · 2010-10-15
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    R 2.11.0 released · 2010-04-22
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    R 2.10.0 released · 2009-10-26
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    R 2.9.0 released · 2009-04-17
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    R 2.8.0 released · 2008-10-20
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    R 2.7.0 released · 2008-04-22
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    R 2.6.0 released · 2007-10-03
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    R 2.5.0 released · 2007-04-24
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    2007-03-18 · diff ↗
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    2006-10-26 · diff ↗
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    2006-10-09 · diff ↗
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    R 2.4.0 released · 2006-10-03
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    2006-04-26 · diff ↗
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    R 2.3.0 released · 2006-04-24
  • 1.0
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    2006-01-25
  • R
    R 2.2.0 released · 2005-10-06

Package metadata

First published
2006-01-25
Total releases
29 / 20 yrs
License
GPL-2 | GPL-3 OSI
Minimum R
≥ 3.0.0
Download size
63 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("mnormt")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for mnormt version 2.1.2 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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