Multivariate Normal and t Distributions

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Documentation for package ‘mvtnorm’ version 1.3-3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

mvtnorm-package	Multivariate Normal and t Distributions
adddiag	Multiple Lower Triangular or Symmetric Matrices
aperm.chol	Multiple Lower Triangular or Symmetric Matrices
aperm.invchol	Multiple Lower Triangular or Symmetric Matrices
aperm.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
aperm.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
aperm.syMatrices	Multiple Lower Triangular or Symmetric Matrices
as.array.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
as.array.syMatrices	Multiple Lower Triangular or Symmetric Matrices
as.chol	Multiple Lower Triangular or Symmetric Matrices
as.invchol	Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices.syMatrices	Multiple Lower Triangular or Symmetric Matrices
as.syMatrices	Multiple Lower Triangular or Symmetric Matrices
chol.syMatrices	Multiple Lower Triangular or Symmetric Matrices
chol2cor	Multiple Lower Triangular or Symmetric Matrices
chol2cov	Multiple Lower Triangular or Symmetric Matrices
chol2invchol	Multiple Lower Triangular or Symmetric Matrices
chol2pc	Multiple Lower Triangular or Symmetric Matrices
chol2pre	Multiple Lower Triangular or Symmetric Matrices
condDist	(Experimental) User Interface to Multiple Multivariate Normal Distributions
condDist.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
cond_mvnorm	Marginal and Conditional Multivariate Normal Distributions
Crossprod	Multiple Lower Triangular or Symmetric Matrices
Dchol	Multiple Lower Triangular or Symmetric Matrices
deperma	Multiple Lower Triangular or Symmetric Matrices
destandardize	Multiple Lower Triangular or Symmetric Matrices
diagonals	Multiple Lower Triangular or Symmetric Matrices
diagonals.integer	Multiple Lower Triangular or Symmetric Matrices
diagonals.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
diagonals.matrix	Multiple Lower Triangular or Symmetric Matrices
diagonals.syMatrices	Multiple Lower Triangular or Symmetric Matrices
diagonals<-	Multiple Lower Triangular or Symmetric Matrices
diagonals<-.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
diagonals<-.syMatrices	Multiple Lower Triangular or Symmetric Matrices
dmvnorm	Multivariate Normal Density and Random Deviates
dmvt	The Multivariate t Distribution
GenzBretz	Choice of Algorithm and Hyper Parameters
invchol2chol	Multiple Lower Triangular or Symmetric Matrices
invchol2cor	Multiple Lower Triangular or Symmetric Matrices
invchol2cov	Multiple Lower Triangular or Symmetric Matrices
invchol2pc	Multiple Lower Triangular or Symmetric Matrices
invchol2pre	Multiple Lower Triangular or Symmetric Matrices
invcholD	Multiple Lower Triangular or Symmetric Matrices
is.chol	Multiple Lower Triangular or Symmetric Matrices
is.invchol	Multiple Lower Triangular or Symmetric Matrices
is.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
is.syMatrices	Multiple Lower Triangular or Symmetric Matrices
ldmvnorm	Multivariate Normal Log-likelihood and Score Functions
ldpmvnorm	Multivariate Normal Log-likelihood and Score Functions
lLgrad	(Experimental) User Interface to Multiple Multivariate Normal Distributions
lLgrad.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
logdet	Multiple Lower Triangular or Symmetric Matrices
logLik.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
Lower_tri	Multiple Lower Triangular or Symmetric Matrices
lpmvnorm	Multivariate Normal Log-likelihood and Score Functions
lpRR	Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances
ltMatrices	Multiple Lower Triangular or Symmetric Matrices
margDist	(Experimental) User Interface to Multiple Multivariate Normal Distributions
margDist.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
marg_mvnorm	Marginal and Conditional Multivariate Normal Distributions
Miwa	Choice of Algorithm and Hyper Parameters
Mult	Multiple Lower Triangular or Symmetric Matrices
Mult.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
Mult.syMatrices	Multiple Lower Triangular or Symmetric Matrices
mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
mvtnorm	Multivariate Normal and t Distributions
pmvnorm	Multivariate Normal Distribution
pmvt	Multivariate t Distribution
qmvnorm	Quantiles of the Multivariate Normal Distribution
qmvt	Quantiles of the Multivariate t Distribution
rmvnorm	Multivariate Normal Density and Random Deviates
rmvt	The Multivariate t Distribution
simulate.mvnorm	(Experimental) User Interface to Multiple Multivariate Normal Distributions
sldmvnorm	Multivariate Normal Log-likelihood and Score Functions
sldpmvnorm	Multivariate Normal Log-likelihood and Score Functions
slpmvnorm	Multivariate Normal Log-likelihood and Score Functions
slpRR	Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances
solve.ltMatrices	Multiple Lower Triangular or Symmetric Matrices
standardize	Multiple Lower Triangular or Symmetric Matrices
syMatrices	Multiple Lower Triangular or Symmetric Matrices
Tcrossprod	Multiple Lower Triangular or Symmetric Matrices
TVPACK	Choice of Algorithm and Hyper Parameters
vectrick	Multiple Lower Triangular or Symmetric Matrices