Work

mvtnorm: Multivariate Normal and t Distributions

Year: 2000

Type: dataset

Abstract: 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.

DOI: 10.32614/cran.package.mvtnorm

Authors: Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Torsten Hothorn

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

OpenAlex ID: W4399638357

Cites: 13

Cited by: 175

Related to: 10