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mvtnorm

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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", "1.4-2")

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 1.4-2, https://cran.r-project.org/web/packages/mvtnorm. Accessed 30 Oct. 2026.

Previous versions and publish date:

(2026-07-12 10:10), 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), 1.4-1 (2026-06-06 07:20)

Other packages that cited mvtnorm R package

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

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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

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