Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via a non-Monte Carlo method. Different routines are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.
To install this package, run one of the following:
Summary
Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via a non-Monte Carlo method. Different routines are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.
Last Updated
Sep 15, 2015 at 19:37
License
GPL-2 | GPL-3
Total Downloads
381
Version Downloads
381
Supported Platforms