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.
| Label | Latest Version |
|---|---|
| main | 1.5_3 |
