1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
|
\name{mnormt-package}
\alias{mnormt-package}
\docType{package}
\title{The 'mnormt' package: summary information}
\description{
This package provides functions for computing the density and the distribution
function of multivariate normal and multivariate Student's \emph{t} variates
and for generating random vectors sampled from these distributions.
}
\details{
Probabilities are computed via a non-Monte Carlo method. Different routines
are used in the three cases \code{d=1, d=2, d>2}, if \code{d} denotes the
number of dimensions. }
\section{Licence}{
This package and its documentation are usable under the terms of
the \dQuote{GNU General Public License} version 3 or version 2,
as you prefer; a copy of them is available from
\url{http://www.R-project.org/Licenses/}.}
\author{
Adelchi Azzalini (R code and package creation) and Alan Genz (Fortran code,
see references below; this includes routines of other authors)
}
\references{
Genz, A. (1992).
Numerical Computation of Multivariate Normal Probabilities.
\emph{J. Computational and Graphical Statist.}, \bold{1}, 141-149.
Genz, A. (1993). Comparison of methods for the computation of
multivariate normal probabilities.
\emph{Computing Science and Statistics}, \bold{25}, 400-405.
Genz, A.: Fortran code available at
\url{http://www.math.wsu.edu/math/faculty/genz/software/fort77/mvn.f}
}
\keyword{package}
\keyword{distribution}
\keyword{multivariate}
|
