Installation
About
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.
| Citation | mvtnorm citation info |
| mvtnorm.R-forge.R-project.org |
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Depends
| R | ≥ 3.5.0 |
Imports
| stats |