Mvnorm
(Package: mvtnorm) :
Multivariate Normal Density and Random Deviates
These functions provide the density function and a random number generator for the multivariate normal distribution with mean equal to mean and covariance matrix sigma.
● Data Source:
CranContrib
● Keywords: distribution, multivariate
● Alias: dmvnorm, rmvnorm
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qmvnorm
(Package: mvtnorm) :
Quantiles of the Multivariate Normal Distribution
Computes the equicoordinate quantile function of the multivariate normal distribution for arbitrary correlation matrices based on inversion of pmvnorm.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: qmvnorm
●
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Mvt
(Package: mvtnorm) :
The Multivariate t Distribution
These functions provide information about the multivariate t distribution with non-centrality parameter (or mode) delta, scale matrix sigma and degrees of freedom df. dmvt gives the density and rmvt generates random deviates.
● Data Source:
CranContrib
● Keywords: distribution, multivariate
● Alias: dmvt, rmvt
●
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pmvt
(Package: mvtnorm) :
Multivariate t Distribution
Computes the the distribution function of the multivariate t distribution for arbitrary limits, degrees of freedom and correlation matrices based on algorithms by Genz and Bretz.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: pmvt
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algorithms
(Package: mvtnorm) :
Choice of Algorithm and Hyper Parameters
Choose between three algorithms for evaluating normal distributions and define hyper parameters.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: GenzBretz, Miwa, TVPACK
●
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pmvnorm
(Package: mvtnorm) :
Multivariate Normal Distribution
Computes the distribution function of the multivariate normal distribution for arbitrary limits and correlation matrices.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: pmvnorm
●
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qmvt
(Package: mvtnorm) :
Quantiles of the Multivariate t Distribution
Computes the equicoordinate quantile function of the multivariate t distribution for arbitrary correlation matrices based on inversion of qmvt.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: qmvt
●
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