This package provides functions for computing the density and the
distribution function of multivariate normal and multivariate "t" variates,
and for generating random vectors sampled from these distributions.
Probabilities are computed via a non-Monte Carlo method; different routines
are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.

The Multivariate Normal and t Distributions
Functions are provided for computing the density and the
distribution function of multivariate normal and "t" random variables,
and for generating random vectors sampled from these distributions.
Probabilities are computed via a non-Monte Carlo method. Different routines
are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.

Functions are provided for computing the density and the
distribution function of multivariate normal and "t" random variables,
and for generating random vectors sampled from these distributions.
Probabilities are computed via non-Monte Carlo methods; different routines
are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.

Fortran code by Alan Genz and other people referred to in the code,
R code by Adelchi Azzalini

The Multivariate Normal and t Distributions, and Their Truncated
Versions
Adelchi Azzalini [aut, cre],
Alan Genz [aut] (most Fortran code),
Alan Miller [ctb] (Fortran routine PHI),
Michael J. Wichura  [ctb] (Fortran routine PHINV),
G. W. Hill [ctb] (Fortran routine STDINV),
Yihong Ge [ctb] (Fortran routines BNVU and MVBVU).
Functions are provided for computing the density and the
distribution function of d-dimensional normal and "t" random variables,
possibly truncated (on one side or two sides, with componentwise choice),
and for generating random vectors sampled from these distributions,
except sampling from the truncated "t". Moments of arbitrary order of
a truncated normal are computed, and converted to cumulants up to order 4.
Probabilities are computed via non-Monte Carlo methods; different routines
are used in the case d=1, d=2, d=3, d>2, if d denotes the dimensionality.