The multivariate normal and t distributions
Fortran code by Alan Genz, R code by Adelchi Azzalini
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.
GPL Version 2 for the R code; for the Fortran code by Alan Genz, see see http://www.wsu.edu/policies.html

GPL Version 2 for the R code; for the Fortran code by Alan Genz, see http://www.wsu.edu/policies.html

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.

This package provides functions for computing the density
and the distribution function of multivariate normal and
multivariate "t" distributions, 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.

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, where d denotes the number of
dimensions.

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.