Package index

All functions

dmvnorm() rmvnorm()

Multivariate Normal Density and Random Deviates

rmvt() dmvt()

The Multivariate t Distribution

GenzBretz() Miwa() TVPACK()

Choice of Algorithm and Hyper Parameters

mvnorm() aperm(<mvnorm>) margDist() condDist() simulate(<mvnorm>) logLik(<mvnorm>) lLgrad(<mvnorm>)

User Interface to Multiple Multivariate Normal Distributions

lpRR() slpRR()

Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances

lpmvnorm() slpmvnorm() ldmvnorm() sldmvnorm() ldpmvnorm() sldpmvnorm()

Multivariate Normal Log-likelihood and Score Functions

ltMatrices() syMatrices() as.array(<ltMatrices>) as.array(<syMatrices>) diagonals(<ltMatrices>) diagonals(<syMatrices>) diagonals(<matrix>) diagonals(<integer>) `diagonals<-`() solve(<ltMatrices>) chol(<syMatrices>) aperm(<chol>) aperm(<invchol>) aperm(<ltMatrices>) aperm(<syMatrices>) deperma() Mult(<ltMatrices>) Mult(<syMatrices>) Tcrossprod() Crossprod() tcrossprod(<ltMatrices>) tcrossprod(<syMatrices>) crossprod(<ltMatrices>) crossprod(<syMatrices>) logdet() Lower_tri() is.ltMatrices() is.syMatrices() as.ltMatrices() as.syMatrices() is.chol() is.invchol() as.chol() as.invchol() chol2cov() invchol2chol() chol2invchol() invchol2cov() invchol2pre() chol2pre() Dchol() invcholD() chol2cor() invchol2cor() chol2pc() invchol2pc() vectrick() standardize() destandardize()

Multiple Lower Triangular or Symmetric Matrices

marg_mvnorm() cond_mvnorm()

Marginal and Conditional Multivariate Normal Distributions

mvtnorm-package mvtnorm

Multivariate Normal and t Distributions

pmvnorm()

Multivariate Normal Distribution

pmvt()

Multivariate t Distribution

qmvnorm()

Quantiles of the Multivariate Normal Distribution

qmvt()

Quantiles of the Multivariate t Distribution