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math/R-mnormt,
Multivariate normal and t distributions
Branch: pkgsrc-2022Q3,
Version: 2.0.2,
Package name: R-mnormt-2.0.2,
Maintainer: pkgsrc-usersFunctions 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 non-Monte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.
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Version history: (Expand)
- (2022-09-26) Package added to pkgsrc.se, version R-mnormt-2.0.2 (created)