Other packages > Find by keyword >

mnormt  

The Multivariate Normal and t Distributions, and Their Truncated Versions
View on CRAN: Click here


Download and install mnormt package within the R console
Install from CRAN:
install.packages("mnormt")

Install from Github:
library("remotes")
install_github("cran/mnormt")

Install by package version:
library("remotes")
install_version("mnormt", "2.1.2")



Attach the package and use:
library("mnormt")
Maintained by
Adelchi Azzalini
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-01-25
Latest Update: 2022-09-26
Description:
Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.
How to cite:
Adelchi Azzalini (2006). mnormt: The Multivariate Normal and t Distributions, and Their Truncated Versions. R package version 2.1.2, https://cran.r-project.org/web/packages/mnormt. Accessed 10 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:31), 1.0-1 (2006-04-26 18:27), 1.0 (2006-01-25 10:39), 1.1-0 (2006-10-09 20:49), 1.2-0 (2006-10-26 18:37), 1.2-1 (2007-03-18 11:28), 1.3-1 (2008-12-08 17:30), 1.3-2 (2009-01-30 14:57), 1.3-3 (2009-03-21 16:14), 1.3-4 (2010-11-26 08:05), 1.4-0 (2011-01-16 13:12), 1.4-1 (2011-04-07 18:12), 1.4-2 (2011-04-28 15:49), 1.4-3 (2011-05-04 09:14), 1.4-5 (2012-01-07 06:45), 1.4-7 (2013-12-04 16:32), 1.5-0 (2014-06-27 10:01), 1.5-1 (2014-06-30 00:02), 1.5-2 (2015-04-03 10:03), 1.5-3 (2015-05-25 18:31), 1.5-4 (2016-03-09 01:11), 1.5-5 (2016-10-15 13:08), 1.5-6 (2020-02-03 11:00), 1.5-7 (2020-05-01 00:00), 2.0.0 (2020-06-02 17:20), 2.0.1 (2020-06-29 19:40), 2.0.2 (2020-09-01 14:50), 2.1.0 (2022-06-07 14:20), 2.1.1 (2022-09-26 12:10)
Other packages that cited mnormt R package
View mnormt citation profile
Other R packages that mnormt depends, imports, suggests or enhances
Complete documentation for mnormt
Functions, R codes and Examples using the mnormt R package
Some associated functions: mnorm . mnormt-package . mom.mtruncnorm . mom2cum . mt . mtruncnorm . mtrunct . pd.solve . plot_fxy . recintab . sample_Mardia_measures . 
Some associated R codes: misc_funct.R . mnormt.R . truncNorm.R .  Full mnormt package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

adespatial  
Multivariate Multiscale Spatial Analysis
Tools for the multiscale spatial analysis of multivariate data. Several methods are based on the us ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
RPEnsemble  
Random Projection Ensemble Classification
Implements the methodology of "Cannings, T. I. and Samworth, R. J. (2017) Random-projection ensemble ...
Download / Learn more Package Citations See dependency  
eoR  
Data Management Package (Exposure and Occurrence Data in R)
This data management package provides some helper classes for publicly available data sources (HMD, ...
Download / Learn more Package Citations See dependency  
keyATM  
Keyword Assisted Topic Models
Fits keyword assisted topic models (keyATM) using collapsed Gibbs samplers. The keyATM combines the ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,729

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA