mvtnorm
1.4-2Multivariate Normal and t Distributions
Overview
Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-1413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-07-119 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0613 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 7 earlier snapshots
- NOTE2026-05-3011 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-05-0212 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-3014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-03-2913 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-2314 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 84%
- Return-value docs
- 83%
- References docs
- 62%
Downloads
Repository
Repository practices
Repository codeberg.org/thothorn/mvtnorm is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
and 1,061 more packages.
Code & Tests
People & History
98 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.4-2Latest
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Package metadata
- First published
- 2000-11-14
- Total releases
- 98 / 26 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 818 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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