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cran
mnormt:The Multivariate Normal and t Distributions, and Their Truncated Versions
Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.
Maintained by Adelchi Azzalini. Last updated 3 years ago.
6.93 score 684 dependents
bogdanpotanin
mnorm:Multivariate Normal Distribution
Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9>, H. I. Gassmann (2003) <doi:10.1198/1061860032283> and E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>.
Maintained by Bogdan Potanin. Last updated 1 years ago.
2.07 score 13 scripts 3 dependentscran
bda:Binned Data Analysis
Algorithms developed for binned data analysis, gene expression data analysis and measurement error models for ordinal data analysis.
Maintained by Bin Wang. Last updated 7 months ago.
1.40 score