Showing 1 of total 1 results (show query)
r-forge
mvtnorm:Multivariate Normal and t Distributions
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.
Maintained by Torsten Hothorn. Last updated 1 months ago.
15.89 score 13k scripts 2.7k dependents