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Last data update: 2014.03.03

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mnormt-package (Package: mnormt) : The 'mnormt' package: summary information

This package provides functions for computing the density and the distribution function of multivariate normal and multivariate Student's t variates and for generating random vectors sampled from these distributions.

● Data Source: CranContrib
● Keywords: distribution, multivariate, package
● Alias: mnormt-package
● 0 images

dmt (Package: mnormt) : Multivariate emph{t

The probability density function, the distribution function and random number generation for the multivariate Student's t distribution

● Data Source: CranContrib
● Keywords: distribution, multivariate
● Alias: biv.nt.prob, dmt, pmt, rmt, sadmvt
● 0 images

dmnorm (Package: mnormt) : Multivariate normal distribution

The probability density function, the distribution function and random number generation for the multivariate normal (Gaussian) distribution

● Data Source: CranContrib
● Keywords: distribution, multivariate
● Alias: dmnorm, pmnorm, rmnorm, sadmvn
● 0 images

pd.solve (Package: mnormt) : Inverse of a symmetric positive-definite matrix

The inverse of a symmetric positive-definite matrix and its log-determinant

● Data Source: CranContrib
● Keywords: algebra, array
● Alias: pd.solve
● 0 images