Other packages > Find by keyword >

Explore topics

By keyword . Oldest R packages . Newest R packages . Top downloaded R packages . Datasets . Archived R packages . Top downloaded last week . Top downloaded yesterday

mvtnorm

Star Watch Copy Code

Multivariate Normal and t Distributions

View on CRAN: Click here

Download and install mvtnorm package within the R console
Install from CRAN:

 install.packages("mvtnorm")

Install from Github:

 library("remotes")

                        install_github("cran/mvtnorm")

Install by package version:

 library("remotes")

                        install_version("mvtnorm", "1.3-3")

Attach the package and use:

 library("mvtnorm")

Maintained by
Torsten Hothorn
[Scholar Profile | Author Map]

All associated links for this package

First Published: 2000-11-14

Latest Update: 2025-01-10

Description:

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.

How to cite:

Torsten Hothorn (2000). mvtnorm: Multivariate Normal and t Distributions. R package version 1.3-3, https://cran.r-project.org/web/packages/mvtnorm. Accessed 25 Jun. 2026.

Previous versions and publish date:

0.1-8 (2000-11-14 17:40), 0.2-1 (2000-12-06 09:59), 0.3-0 (2001-02-26 16:47), 0.3-1 (2001-03-30 17:21), 0.3-3 (2001-04-10 18:02), 0.3-5 (2001-07-14 23:00), 0.3-6 (2001-09-28 08:01), 0.5-0 (2001-12-19 17:40), 0.5-1 (2002-01-25 13:43), 0.5-4 (2002-04-09 18:41), 0.5-5 (2002-07-03 10:44), 0.5-6 (2002-10-08 17:38), 0.5-7 (2002-11-28 19:38), 0.5-8 (2003-01-22 13:56), 0.5-9 (2003-02-13 16:45), 0.5-10 (2003-04-23 21:34), 0.5-11 (2003-04-29 19:01), 0.5-12 (2003-05-09 18:31), 0.5-14 (2003-06-06 12:08), 0.5-15 (2003-06-16 14:30), 0.6-0 (2003-06-17 15:36), 0.6-1 (2003-06-18 22:50), 0.6-2 (2003-06-25 09:25), 0.6-3 (2003-07-21 23:37), 0.6-5 (2003-11-15 22:29), 0.6-6 (2004-04-12 14:57), 0.6-7 (2004-05-27 12:27), 0.6-8 (2004-06-03 19:36), 0.7-0 (2004-10-14 17:56), 0.7-1 (2004-11-19 07:14), 0.7-2 (2005-08-30 00:32), 0.7-3 (2006-08-23 21:58), 0.7-4 (2006-09-08 16:52), 0.7-5 (2006-09-18 10:07), 0.8-0 (2007-07-23 11:46), 0.8-1 (2007-07-24 21:58), 0.8-2 (2008-02-12 11:22), 0.8-3 (2008-02-19 20:37), 0.9-0 (2008-04-01 20:48), 0.9-1 (2008-07-05 18:32), 0.9-2 (2008-07-08 18:31), 0.9-3 (2008-12-22 18:18), 0.9-4 (2009-01-21 20:54), 0.9-5 (2009-03-17 19:17), 0.9-7 (2009-05-24 10:36), 0.9-8 (2009-10-27 20:17), 0.9-9 (2010-01-27 15:45), 0.9-92 (2010-07-06 20:35), 0.9-94 (2010-11-17 09:17), 0.9-95 (2010-11-18 15:45), 0.9-96 (2011-01-28 17:01), 0.9-99 (2011-04-24 08:57), 0.9-999 (2011-04-26 19:14), 0.9-9991 (2011-06-15 20:04), 0.9-9992 (2012-01-20 16:18), 0.9-9993 (2012-10-22 13:22), 0.9-9994 (2012-12-10 18:46), 0.9-9995 (2013-05-30 09:06), 0.9-9996 (2013-09-23 13:50), 0.9-9997 (2014-01-17 15:13), 0.9-9998 (2014-04-09 22:21), 0.9-9999 (2014-04-18 00:25), 0.9-99991 (2014-04-25 12:35), 0.9-99992 (2014-05-05 15:10), 1.0-0 (2014-07-08 13:42), 1.0-1 (2014-11-13 09:43), 1.0-2 (2014-12-18 10:22), 1.0-3 (2015-07-22 12:18), 1.0-4 (2016-01-19 17:03), 1.0-5 (2016-02-02 17:15), 1.0-6 (2017-03-02 16:14), 1.0-7 (2018-01-26 00:17), 1.0-8 (2018-05-31 22:38), 1.0-9 (2019-02-28 16:00), 1.0-10 (2019-03-05 02:00), 1.0-11 (2019-06-19 14:40), 1.0-12 (2020-01-09 15:10), 1.1-0 (2020-02-24 18:40), 1.1-1 (2020-06-09 17:50), 1.1-2 (2021-06-07 12:20), 1.1-3 (2021-10-08 11:50), 1.2-0 (2023-06-02 14:10), 1.2-1 (2023-06-04 11:20), 1.2-2 (2023-06-08 16:50), 1.2-3 (2023-08-25 16:00), 1.2-4 (2023-11-27 15:20), 1.2-5 (2024-05-21 19:10), 1.2-6 (2024-08-17 17:30), 1.3-0 (2024-08-30 16:00), 1.3-1 (2024-09-03 14:00), 1.3-2 (2024-11-04 20:30), 1.3-3 (2025-01-10 17:20), 1.3-5 (2026-03-11 17:50), 1.3-6 (2026-03-15 07:10), 1.3-7 (2026-04-15 09:10), 1.4-0 (2026-05-29 15:10)

Other packages that cited mvtnorm R package

View mvtnorm citation profile

Other R packages that mvtnorm depends, imports, suggests or enhances

View mvtnorm dependency map

Complete documentation for mvtnorm

View documentation PDF

Functions, R codes and Examples using the mvtnorm R package

Some associated functions: Mvnorm . Mvt . algorithms . lpmvnorm . ltMatrices . margcond . mvtnorm-package . pmvnorm . pmvt . qmvnorm . qmvt .
Some associated R codes: lpmvnorm.R . ltMatrices.R . mvnorm.R . mvt.R . noisy-root.R . tvpack.R . Full mvtnorm package functions and examples

Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

edeaR

Exploratory and Descriptive Event-Based Data Analysis

Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency

Maintainer: Gert Janssenswillen (view profile)

foster

Forest Structure Extrapolation with R

Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency

Maintainer: Martin Queinnec (view profile)

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

Maintainer: Obinna Obianom (view profile)

airGRiwrm

'airGR' Integrated Water Resource Management

Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency

Maintainer: David Dorchies (view profile)

sitmo

Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files

Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency

Maintainer: James Balamuta (view profile)

Marie Laure Delignette-Muller