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

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

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

the case d=1, d=2, d>2, if d denotes the number of dimensions.

Description: 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.

Title: The Multivariate Normal and t Distributions
Description: Functions are provided for computing the density and the
distribution function of multivariate normal and "t" random variables,
Probabilities are computed via a non-Monte Carlo method. Different routines

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.

Author: Fortran code by Alan Genz and other people referred to in the code,

Title: The Multivariate Normal and t Distributions, and Their Truncated
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).
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.
are used in the case d=1, d=2, d=3, d>2, if d denotes the dimensionality.