Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.
copied from cf-post-staging / r-mvtnorm
conda install conda-forge::r-mvtnormconda install conda-forge/label/cf201901::r-mvtnormconda install conda-forge/label/cf202003::r-mvtnormconda install conda-forge/label/gcc7::r-mvtnorm