R-mvtnorm
Subpackage Descriptions
single |
mvtnorm: Multivariate Normal and t Distributions
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.
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Configuration Switches (platform-specific settings discarded)
This port has no build options.
Package Dependencies by Type
Distribution File Information
e20e7f534bc89b9258ad63d508aabed60f3bd504a7532a33e6ea230ca8fa4171 837946 CRAN/mvtnorm_1.3-3.tar.gz
Ports that require R-mvtnorm:std