The Multivariate Normal and t Distributions, and Their Truncated Versions


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Documentation for package ‘mnormt’ version 2.1.1

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mnormt-package The 'mnormt' package: summary information
biv.nt.prob The multivariate Student's _t_ distribution
dmnorm The multivariate normal distribution
dmt The multivariate Student's _t_ distribution
dmtruncnorm The multivariate truncated normal distribution
dmtrunct The multivariate truncated Student's _t_ distribution
mom.mtruncnorm Moments and other quantities of a (possibly) truncated multivariate normal distribution
mom2cum Conversion of an array of moments to cumulants
pd.solve Inverse of a symmetric positive-definite matrix
plot_fxy Plotting a function of two variables
pmnorm The multivariate normal distribution
pmt The multivariate Student's _t_ distribution
pmtruncnorm The multivariate truncated normal distribution
pmtrunct The multivariate truncated Student's _t_ distribution
ptriv.nt The multivariate Student's _t_ distribution
recintab Moments of arbitrary order of a (possibly) truncated multivariate normal variable
rmnorm The multivariate normal distribution
rmt The multivariate Student's _t_ distribution
rmtruncnorm The multivariate truncated normal distribution
sadmvn The multivariate normal distribution
sadmvt The multivariate Student's _t_ distribution
sample_Mardia_measures The Mardia measures of multivariate skewness and kurtosis for a given sample