r-cran-mnormt

Description

This package provides functions for computing the density and the distribution function of, and for generating random vectors from the multivariate normal and multivariate t distributions. It provides functions similar in scope to those of the package 'mvtnorm', but with some differences; one of these is that probabilities are computed via a non-Monte Carlo method.

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Homepage

https://cran.r-project.org/package=mnormt

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