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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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)
depends
AFheritability
AdMit
BACprior
BAYSTAR
BNPTSclust
BSPADATA
BayesPieceHazSelect
BayesVarSel
Bayesiangammareg
BinNonNor
BinNor
CDM
COMBAT
COST
CPMCGLM
CTxCC
CommonMean.Copula
EMMIXSSL
FAmle
FPDclustering
FSTpackage
GGMridge
GLMaSPU
GLSME
HCmodelSets
HMMcopula
ICS
ICSNP
IndepTest
JPEN
LGEWIS
LSMonteCarlo
MAMS
MBCbook
MCPMod
MCPModPack
MIXFIM
MNS
MetabolAnalyze
Modalclust
MultiOrd
NegBinBetaBinreg
OptHoldoutSize
OrdNor
PCMRS
PGEE
PHeval
PairedData
PoisBinNonNor
PoisBinOrd
PoisBinOrdNor
PoisNor
QRM
SSsimple
SeleMix
SimDissolution
TAR
aSPU
anMC
asd
bayeslongitudinal
bayesmeta
bgmm
bgsmtr
bpp
bulletcp
calibrator
caper
condMVNorm
dawai
depend.truncation
distrEllipse
dotgen
eCV
emulator
faoutlier
freqdom
freqparcoord
frequentistSSDBinary
genetics
gfboost
glmm
gmmsslm
growthrate
hbim
hhsmm
highmean
holland
hsem
logcondiscr
mBvs
mada
mc2d
mdhglm
mediation
mgarchBEKK
mhsmm
miscFuncs
mixsmsn
mombf
multcomp
multimix
multxpert
mutoss
mvProbit
mvnTest
nparcomp
optimStrat
ordinalpattern
parallelMCMCcombine
party
partykit
phase1RMD
plgp
powerCompRisk
powerGWASinteraction
psbcGroup
qcr
rPowerSampleSize
randomizeR
reglogit
rtip
rwc
sRDA
samplesizelogisticcasecontrol
sasLM
sdetorus
selectiongain
sgPLS
simboot
sodavis
spate
spatialprobit
sscor
symmoments
texmex
tilting
timedeppar
tmvtnorm
tram
uncertainty
uskewFactors
vagam
wbsts
weightedScores
yuima
imports
ADCT
AHMbook
ALLSPICER
ARCensReg
ARCokrig
ASSISTant
ATE.ERROR
BAMBI
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BCFM
BElikelihood
BFpack
BINtools
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BMEmapping
BSL
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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
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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
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alphastable
ameras
anipaths
apollo
approximator
asbio
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banditsCI
bayesGARCH
bayesTFR
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bayesics
bbmle
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bhetGP
binMto
bindata
binspp
biogrowth
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blrm
bootPLS
bootkmeans
bootnet
boral
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bpgmm
brar
bridgesampling
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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
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highriskzone
hmclearn
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httk
hypervolume
iClusterVB
iDINGO
iMediate
ic.infer
iccCompare
icensBKL
idopNetwork
imputeFin
informativeSCI
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interflex
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isni
itrimhoch
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ks
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oclust
otrimle
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pamm
pammtools
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pcaPP
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petersenlab
pez
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phyr
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pleioh2g
plsRbeta
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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
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sambia
sampleSelection
samplingDataCRT
scov
sdPrior
sdmTMB
secr
sedproxy
segMGarch
semicontMANOVA
sensitivity2x2xk
sensmediation
sgee
sharpr2
shinyKGode
shrinkTVPVAR
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sorocs
soundgen
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timeROC
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tramME
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transDA
treeDA
triggerstrategy
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ui
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uniReg
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vasicek
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vccp
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voi
weightedRank
weird
windAC
womblR
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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
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SAMtool
SIRthresholded
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SuperGauss
Surrogate
TAM
TruncatedNormal
VBel
VecDep
VeccTMVN
VizTest
acopula
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aqp
archetypes
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car
carSurv
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celltrackR
cheem
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clustTMB
clusterGGM
coloc
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condTruncMVN
conformalInference.multi
cornet
cotram
coxme
cubature
decorrelate
densratio
distributional
docopulae
dqrng
ecp
ensemblepp
epmrob
equalCovs
evitaicossa
fCopulae
fabletools
fairadapt
fastcpd
flexIC
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fmcmc
fpc
frab
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gamreg
gcKrig
geex
ggdist
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glmlep
gmm
gsDesign
gscounts
hda
hdm
hermiter
highfrequency
horseshoenlm
hpa
hyperSpec
insight
ipmr
ipred
jocre
junco
kyotil
laGP
likelihood.model
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lnmCluster
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longclust
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mcglm
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mdw
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mixAK
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model4you
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mplusParallel.automation
mstDIF
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mvQuad
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newIMVC
nsROC
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occupationMeasurement
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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
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simulator
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sparseLTSEigen
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ssmodels
ssmrob
starnet
stochvol
strucchange
strucchangeRcpp
thames
tinyVAST
tlrmvnmvt
torch
tramnet
transreg
ttScreening
unusualprofile
vcd
viking
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xpose
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Version History
new
1.3-3
Mar 10, 2026