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mvtnorm

Multivariate Normal and t Distributions

v1.3-6 · Mar 14, 2026 · GPL-2

Description

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.

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CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 28, 2026
ERROR r-release-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.5/mvtnorm.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 23, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 11, 2026
NOTE r-devel-macos-arm64

running R code from vignettes

‘lmvnorm_src.Rnw’ using ‘UTF-8’... [12s/12s] NOTE
differences from ‘lmvnorm_src.Rout.save’
2024,2027c2024,2027
< Sepal.Length      0.68095    -0.04212       1.2655      0.5127
< Sepal.Width      -0.04212     0.18877      -0.3275     -0.1209
< Petal.L
...[truncated]...
c2143
< Petal.Width -0.2074 0.2229 0.5241
---
> Petal.Width -0.2075 0.2228 0.5241
2146c2146
< [1] 0.03584
---
> [1] 0.03587
2152c2152
< Petal.Width -0.1268 0.1917 0.4836
---
> Petal.Width -0.1573 0.2169 0.5021
2155c2155
< [1] 0.03804
---
> [1] 0.0365
NOTE r-release-macos-arm64

running R code from vignettes

‘lmvnorm_src.Rnw’ using ‘UTF-8’... [12s/12s] NOTE
differences from ‘lmvnorm_src.Rout.save’
2024,2027c2024,2027
< Sepal.Length      0.68095    -0.04212       1.2655      0.5127
< Sepal.Width      -0.04212     0.18877      -0.3275     -0.1209
< Petal.L
...[truncated]...
c2143
< Petal.Width -0.2074 0.2229 0.5241
---
> Petal.Width -0.2075 0.2228 0.5241
2146c2146
< [1] 0.03584
---
> [1] 0.03587
2152c2152
< Petal.Width -0.1268 0.1917 0.4836
---
> Petal.Width -0.1573 0.2169 0.5021
2155c2155
< [1] 0.03804
---
> [1] 0.0365
NOTE r-oldrel-macos-arm64

running R code from vignettes

‘lmvnorm_src.Rnw’ using ‘UTF-8’... [13s/13s] NOTE
differences from ‘lmvnorm_src.Rout.save’
2024,2027c2024,2027
< Sepal.Length      0.68119    -0.04212       1.2660      0.5128
< Sepal.Width      -0.04212     0.18866      -0.3274     -0.1208
< Petal.L
...[truncated]...
     3.057        3.757        1.199 
2143c2143
< Petal.Width -0.2075 0.2226 0.5241
---
> Petal.Width -0.2075 0.2228 0.5241
2152c2152
< Petal.Width -0.1606 0.2037 0.4999
---
> Petal.Width -0.1573 0.2169 0.5021
2155c2155
< [1] 0.03727
---
> [1] 0.0365
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1094)

imports

ADCT AHMbook ALLSPICER ARCensReg ARCokrig ASSISTant ATE.ERROR BAMBI BANAM BCClong BCDAG BCFM BElikelihood BFpack BINtools BLA BLOQ BMEmapping BSL BSagri BVAR BalanceCheck Ball BayesBEKK BayesCR BayesDecon BayesFBHborrow BayesFactor BayesMFSurv BayesMortalityPlus BayesMultiMode BayesRegDTR BayesSIM BayesSurvive BayesTools BayesianTools Bayesiantreg Bergm Bestie BinGSD BinOrdNonNor Bolstad CALIBERrfimpute CCMnet CDGHMM CFM CIAAWconsensus CPBayes CenBAR CensMFM CensRegSMSN CensSpatial ClusterVAR CoMiRe CoSMoS CompoundEvents CondMVT ConformalSmallest ConsensusClustering ContaminatedMixt CorrBin CorrToolBox CovTools DCEtool DEM DFIT DGP4LCF DIRMR DNAmf DTFM DescTools DoseFinding DoubleML EEEA EFAutilities EMC2 EMSS ETC Ecfun EventPredInCure ExtremalDep ExtremeRisks FLORAL FMCensSkewReg FMsmsnReg FastGP FlexVarJM FuzzyClass FuzzySpec GBJ GCPBayes GDILM.ME GDILM.SEIRS GDILM.SIR GEint GFDmcv GFDrmst GFDrmtl GFisher GMMinit GOFclustering GPCMlasso GPEMR GPGame GRAB GRelevance GWEX GenEst GenOrd GrFA GroupSeq H2x2Factorial HCTDesign HDCI HMMextra0s HeckmanEM HeckmanStan HonestDiD HydroPortailStats ICSClust ICSOutlier ICtest IMIX IRR2FPR IVPP Infusion KGode Karen Kernelheaping Kmedians KrigInv L2DensityGoFtest LCAextend LCPA LDATS LINselect LMest LSVAR LogConcDEAD LongituRF MARSS MBHdesign MBSP MCCM MCPAN MCPModGeneral MD2sample MDgof MEPDF MESS MEclustnet MFSD MIRES MJMbamlss MKpower MLEce MQMF MRMCaov MSIMST MSclust MTS MUGS MVNBayesian MVTests MagmaClustR MatTransMix Mediana MedianaDesigner MissCP MixGHD MixSemiRob MixtureMissing MomTrunc MultBiplotR MultiDiscreteRNG MultiGroupO MultiNMix MultiRFM MultiStatM NCutYX NPP NRejections NVCSSL NestMRMC NetOrigin NetworkChange OBASpatial OHPL OPDOE OPSR PCMBase PEPBVS PH1XBAR PMCMRplus PND.heter.cluster PRP PSPI PTERP PUMP PanCanVarSel Phase12Compare PlatformDesign PoissonMultinomial PopED PosRatioDist Power2Stage PowerTOST ProfileGLMM ProteoBayes QFASA QTLEMM QuadratiK RBaM RBesT RCBR RCTrep REndo RGMM RHPCBenchmark RISCA RJafroc RNAmf RNGforGPD RRRR RSDC RcppCensSpatial Rdrw Rdta RegionalConsistency RepeatedHighDim Rnest RoBMA RobRegression Rpadrino S4DM SAGM SAMGEP SBMTrees SEMgraph SLTCA SMARTp SMNlmec SNSeg SPARRAfairness SSLfmm SSOSVM SeasEpi SightabilityModel SimBIID SimComp SimCorrMix SimTimeVar SmoothHazard SparseTSCGM SpatGC SpatialGEV SplitKnockoff StempCens StratifiedMedicine SurrogateBMA SurvDisc SynDI TFORGE TFisher TPD TSMSN TTAinterfaceTrendAnalysis TaylorRussell TensorClustering ThurMod TrialEmulation TrialSimulator UPCM UnitMix VARshrink VineCopula WACS WRI ZVCV ablasso abms abtest adaptsmoFMRI adass adrftools agfh airship algebraic.dist algebraic.mle alphastable ameras anipaths apollo approximator asbio bamlss banditsCI bayesGARCH bayesTFR bayesammi bayesianVARs bayesics bbmle bcrm bdots bhetGP binMto bindata binspp biogrowth bipd blrm bootPLS bootkmeans bootnet boral borrowr bossR bpgmm brar bridgesampling bsam bspcov cAIC4 cardinalR carfima cases cats causalweight cdcsis cemco censoredAIDS choicedata circular clinDR clinfun clustMD cogirt cohetsurr coin combinIT complex confintROB conogive copBasic cope copula copulaSim corrDNA covalchemy covsep crawl crmPack crt2power csmGmm csn ctsem cwot cxr cyclomort deBInfer decisionSupport deepgmm deepgp denseFLMM depCensoring depth.plot difconet dirichletprocess discSurv dpGMM dppmix drcSeedGerm drugDemand drugdevelopR dvmisc dwp dyads eBsc eGST ecostats ecostatscale eefAnalytics ei emery emmeans endogenous epts equateMultiple escalation eventPred evoTS evolqg ewp exametrika expertsurv fMultivar fabMix factorEx factree fastFMM fdaMocca fdasrvf fdesigns fect ffp fic fitHeavyTail fitODBOD flevr flexCausal flexord flexsurv flps foreSIGHT fungible funreg fuzzyforest gMCP gMCPLite geeCRT geeVerse geiger genscore gerbil getspanel gexp gfiUltra glmmPen glmmfields gmvjoint goric gorica graphicalEvidence graphicalExtremes graphicalMCP graphicalVAR graphsim graposas gratis grpseq gsDesign2 gsMAMS gsMeanFreq gsearly gsrsb hdbayes hdpGLM hettx highriskzone hmclearn hmer hmmm httk hypervolume iClusterVB iDINGO iMediate ic.infer iccCompare icensBKL idopNetwork imputeFin informativeSCI intamap interflex iopsych iprior isni itrimhoch jage joineRML jtdm kerDAA kernscr ks lamle landsepi latent2likert latentFactoR latentnet lavaSearch2 lawstat lchemix lcmm lessSEM lg libcoin linpk list longke lpcde lpmec lrgs lrstat lsasim lvnet mHMMbayes marcher mashr matchMulti matrixNormal maxcombo maxstat mcprofile meerva merTools metaBMA metaConvert metaSEM metaSurvival metamisc mets micemd mildsvm misaem miscF missMDA missMethods missoNet mistral mixAR mixSPE mlVAR mlt mlts mmcm mmmgee mmtdiff modelSelection moderate.mediation modnets modsem momentuHMM monomvn moodlequizR mr.mashr mratios msaenet msm mtarm mult.latent.reg multIntTestFunc multibridge multimark multimediate multinomialLogitMix multivator mvDFA mvMAPIT mvSLOUCH mvord mvpd mvst netmeta networktree nhm nlmm nlsem nmarank nonmem2R nonnest2 nonparametric.bayes norMmix nph nphPower oclust otrimle outlierMBC palm pamm pammtools parTimeROC pcFactorStan pcaPP pedtricks petersenlab pez pgee.mixed phylometrics phyr pivmet pleioh2g plsRbeta plsRglm plsVarSel plsmmLasso pmartR pmlsp pmwg polycor pomp popPCR porridge posologyr powerNLSEM powerPLS powerly powertools predtools projpred psborrow psborrow2 psc ptmixed pwrFDR qape qbrms qrLMM qrNLMM quantdr radiant.design random.polychor.pa rankFD rankinma raptr ref.ICAR refitME regrap regtools remaCor restriktor riskPredictClustData riskRegression rmedsem robcat robcp robflreg rocbc rospca rpf rpql rrcov rstpm2 sGMRFmix sahpm sambia sampleSelection samplingDataCRT scov sdPrior sdmTMB secr sedproxy segMGarch semicontMANOVA sensitivity2x2xk sensmediation sgee sharpr2 shinyKGode shrinkTVPVAR shrinkem simdata simpleMH simplePHENOTYPES simstandard simtrial simukde sjSDM skewMLRM skewlmm skipTrack smicd smile snem sns sorocs soundgen sp23design spANOVA spCP spagmix sparsediscrim sparselink sparsevar spass spatialreg sphet spikeSlabGAM spup ssutil stableGR statGraph stepPenal strata.MaxCombo sts submax survParamSim survRM2adapt svrep swgee tailDepFun tci telescope testtwice tf thamesmix thurstonianIRT timeROC timedelay tramME tramvs transDA treeDA triggerstrategy tssim tsxtreme twoCoprimary txshift ui umx uniReg varTestnlme variationalDCM vasicek vasicekreg vccp vglmer voi weightedRank weird windAC womblR wqspt xplainfi xtdml

suggests

ACE.CoCo Anthropometry BGmisc BLModel BNSP BuyseTest CSTE CerioliOutlierDetection CondCopulas DLMtool DataSimilarity DendSer DepthProc DetMCD EMMIXmfa ElliptCopulas EstimateGroupNetwork FBMS FNN FastPCS FastRCS FusionLearn GAGAs GET GPFDA GPvecchia GeneralizedWendland HH HOIFCar HSAUR HSAUR2 HSAUR3 IVCor LMMstar MCMCglmm MKinfer MNM MSEtool MSG MVA MfUSampler ModStatR OncoBayes2 OpenMx OwenQ PCGII PCObw PortfolioOptim RTMBdist RcmdrPlugin.EZR RcmdrPlugin.NMBU RcppNumerical Rforestry Rtwalk SAMtool SIRthresholded SparseGrid SuperGauss Surrogate TAM TruncatedNormal VBel VecDep VeccTMVN VizTest acopula apsimx aqp archetypes bdsvd beastt bigPLScox bigutilsr bivrp brokenstick car carSurv causact ccaPP celltrackR cheem chngpt clustTMB clusterGGM coloc colorspace condTruncMVN conformalInference.multi cornet cotram coxme cubature decorrelate densratio distributional docopulae dqrng ecp ensemblepp epmrob equalCovs evitaicossa fCopulae fabletools fairadapt fastcpd flexIC flexmix fmcmc fpc frab fwb gamreg gcKrig geex ggdist gicf gips glmlep gmm gsDesign gscounts hda hdm hermiter highfrequency horseshoenlm hpa hyperSpec insight ipmr ipred jocre junco kyotil laGP likelihood.model lionfish lmls lnmCluster lognorm longclust magi marginaleffects mcglm mcmcensemble mdw metadat metafor mev mglasso mixAK modeest model4you modelbased mplusParallel.automation mstDIF multipleOutcomes mvQuad mvnfast newIMVC nsROC nvmix occupationMeasurement palmtree parameters pcalg polyCub poth prabclus probout pscl psychmeta psychonetrics qfratio qtl2pleio rankCorr rbmi regressinator ridgetorus roboBayes robustHD robustrank robustvarComp rockchalk rodd rr2 sBIC samplr scDIFtest sensitivity shapeNA simcausal simulator sirt skedastic sparseLTSEigen sparseMVN sphunif ssmodels ssmrob starnet stochvol strucchange strucchangeRcpp thames tinyVAST tlrmvnmvt torch tramnet transreg ttScreening unusualprofile vcd viking wstdiff wsyn xpose zenplots

Dependency Network

Dependencies Reverse dependencies AFheritability AdMit BACprior BAYSTAR BNPTSclust BSPADATA BayesPieceHazSelect BayesVarSel Bayesiangammareg BinNonNor BinNor CDM COMBAT COST CPMCGLM +1079 more reverse deps mvtnorm

Version History

updated 1.3-6 ← 1.3-5 diff Mar 14, 2026
updated 1.3-5 ← 1.3-3 diff Mar 11, 2026
new 1.3-3 Mar 10, 2026
updated 1.3-3 ← 1.3-2 diff Jan 9, 2025
updated 1.3-2 ← 1.3-1 diff Nov 3, 2024
updated 1.3-1 ← 1.3-0 diff Sep 2, 2024
updated 1.3-0 ← 1.2-6 diff Aug 29, 2024
updated 1.2-6 ← 1.2-5 diff Aug 16, 2024
updated 1.2-5 ← 1.2-4 diff May 20, 2024
updated 1.2-4 ← 1.2-3 diff Nov 26, 2023
updated 1.2-3 ← 1.2-2 diff Aug 24, 2023
updated 1.2-2 ← 1.2-1 diff Jun 7, 2023
updated 1.2-1 ← 1.2-0 diff Jun 3, 2023
updated 1.2-0 ← 1.1-3 diff Jun 1, 2023
updated 1.1-3 ← 1.1-2 diff Oct 7, 2021
updated 1.1-2 ← 1.1-1 diff Jun 6, 2021
updated 1.1-1 ← 1.1-0 diff Jun 8, 2020
updated 1.1-0 ← 1.0-12 diff Feb 23, 2020
updated 1.0-12 ← 1.0-11 diff Jan 8, 2020
updated 1.0-11 ← 1.0-10 diff Jun 18, 2019