• mvtnorm

  • Referenced in 136 articles [sw04359]
  • package mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random...
  • QSIMVN

  • Referenced in 134 articles [sw32329]
  • functions, for the numerical computation of multivariate normal distribution values. The method used is similar ... paper ”Numerical Computation of Multivariate Normal Probabilities”, in J. of Computational and Graphical Stat...
  • CMA-ES

  • Referenced in 106 articles [sw05063]
  • solutions are sampled according to a multivariate normal distribution in the mathbb{R}^n. Pairwise...
  • AS 195

  • Referenced in 98 articles [sw14058]
  • Algorithm AS 195: Multivariate normal probabilities with error bound...
  • Latent GOLD

  • Referenced in 93 articles [sw11673]
  • finite mixture (FM) models for multivariate normal distributions began to emerge, through the work...
  • GLLAMM

  • Referenced in 61 articles [sw06517]
  • numerical integration is used for continuous (multivariate) normal random effects or factors. Two methods...
  • sn

  • Referenced in 304 articles [sw08059]
  • manipulate probability distributions of the skew-normal family and some related ones, notably the skew ... diagnostics, in the univariate and the multivariate case...
  • spcov

  • Referenced in 32 articles [sw12271]
  • Matrix. Provides a covariance estimator for multivariate normal data that is sparse and positive definite...
  • gcmr

  • Referenced in 27 articles [sw07433]
  • extension of traditional linear regression models with normal correlated errors. Any kind of continuous, discrete ... conveniently modelled in terms of multivariate normal errors. Inference is performed through a likelihood approach ... validating the adequacy of the assumed multivariate model. Methodology is implemented in a R package...
  • mvShapiroTest

  • Referenced in 19 articles [sw11290]
  • mvShapiroTest: Generalized Shapiro-Wilk test for multivariate normality. This package implements the generalization ... Shapiro-Wilk test for multivariate normality proposed by Villasenor-Alva and Gonzalez-Estrada...
  • tmvtnorm

  • Referenced in 18 articles [sw08073]
  • package tmvtnorm: Truncated Multivariate Normal and Student t Distribution. Random number generation for the truncated ... multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional...
  • MVN

  • Referenced in 15 articles [sw20752]
  • package MVN: Multivariate Normality Tests. Performs multivariate normality tests and graphical approaches and implements multivariate...
  • multtest

  • Referenced in 22 articles [sw08262]
  • potentially faster null distribution which is multivariate normal with mean zero and variance covariance matrix...
  • hgm R

  • Referenced in 18 articles [sw08770]
  • normalizing constant of the multivariate normal distribution restricted to the first orthant...
  • EMMIX

  • Referenced in 20 articles [sw08192]
  • mixture model of multivariate normal or t-distributed components to a given data set. This...
  • Orthants

  • Referenced in 12 articles [sw14755]
  • reconstruction of multivariate normal orthant probabilities. A new method is introduced for geometrically reconstructing orthant ... probabilities for non-singular multivariate normal distributions. Orthant probabilities are expressed in terms of those ... more efficient accurate evaluation of the multivariate normal cumulative distribution function than previously, for many ... application is given to multivariate probit models...
  • mnormt

  • Referenced in 12 articles [sw04564]
  • package mnormt: The multivariate normal and t distributions , This package provides functions for computing ... density and the distribution function of multivariate normal and multivariate ”t” variates, and for generating...
  • Monomvn

  • Referenced in 10 articles [sw08173]
  • monomvn: Estimation for multivariate normal and Student-t data with monotone missingness. Estimation of multivariate...
  • norm

  • Referenced in 9 articles [sw04561]
  • package norm: Analysis of multivariate normal datasets with missing values , Analysis of multivariate normal datasets...
  • ContaminatedMixt

  • Referenced in 9 articles [sw21014]
  • Package for Fitting Parsimonious Mixtures of Multivariate Contaminated Normal Distributions. We introduce the R package ... disseminate the use of mixtures of multivariate contaminated normal distributions as a tool for robust ... from the more popular mixtures of multivariate normal and t distributions, this approach also allows...