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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", "2.1.1")



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 2.1.1, https://cran.r-project.org/web/packages/mnormt. Accessed 25 Jun. 2026.
Previous versions and publish date:
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
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