# Multivariate Normal and t Distributions

## Documentation for package ‘mvtnorm’ version 1.4-2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

mvtnorm-package | Multivariate Normal and t Distributions
adddiag | Multiple Lower Triangular or Symmetric Matrices
aperm.chol | Multiple Lower Triangular or Symmetric Matrices
aperm.invchol | Multiple Lower Triangular or Symmetric Matrices
aperm.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
aperm.mvnorm | User Interface to Multiple Multivariate Normal Distributions
aperm.syMatrices | Multiple Lower Triangular or Symmetric Matrices
as.array.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
as.array.syMatrices | Multiple Lower Triangular or Symmetric Matrices
as.chol | Multiple Lower Triangular or Symmetric Matrices
as.invchol | Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
as.ltMatrices.syMatrices | Multiple Lower Triangular or Symmetric Matrices
as.syMatrices | Multiple Lower Triangular or Symmetric Matrices
chol.syMatrices | Multiple Lower Triangular or Symmetric Matrices
chol2cor | Multiple Lower Triangular or Symmetric Matrices
chol2cov | Multiple Lower Triangular or Symmetric Matrices
chol2invchol | Multiple Lower Triangular or Symmetric Matrices
chol2pc | Multiple Lower Triangular or Symmetric Matrices
chol2pre | Multiple Lower Triangular or Symmetric Matrices
condDist | User Interface to Multiple Multivariate Normal Distributions
condDist.mvnorm | User Interface to Multiple Multivariate Normal Distributions
cond_mvnorm | Marginal and Conditional Multivariate Normal Distributions
cov2chol | Multiple Lower Triangular or Symmetric Matrices
cov2invchol | Multiple Lower Triangular or Symmetric Matrices
Crossprod | Multiple Lower Triangular or Symmetric Matrices
crossprod.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
crossprod.syMatrices | Multiple Lower Triangular or Symmetric Matrices
Dchol | Multiple Lower Triangular or Symmetric Matrices
deperma | Multiple Lower Triangular or Symmetric Matrices
destandardize | Multiple Lower Triangular or Symmetric Matrices
diagonals | Multiple Lower Triangular or Symmetric Matrices
diagonals.integer | Multiple Lower Triangular or Symmetric Matrices
diagonals.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
diagonals.matrix | Multiple Lower Triangular or Symmetric Matrices
diagonals.syMatrices | Multiple Lower Triangular or Symmetric Matrices
diagonals<- | Multiple Lower Triangular or Symmetric Matrices
diagonals<-.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
diagonals<-.syMatrices | Multiple Lower Triangular or Symmetric Matrices
dmvnorm | Multivariate Normal Density and Random Deviates
dmvt | The Multivariate t Distribution
GenzBretz | Choice of Algorithm and Hyper Parameters
invchol | Multiple Lower Triangular or Symmetric Matrices
invchol.syMatrices | Multiple Lower Triangular or Symmetric Matrices
invchol2chol | Multiple Lower Triangular or Symmetric Matrices
invchol2cor | Multiple Lower Triangular or Symmetric Matrices
invchol2cov | Multiple Lower Triangular or Symmetric Matrices
invchol2pc | Multiple Lower Triangular or Symmetric Matrices
invchol2pre | Multiple Lower Triangular or Symmetric Matrices
invcholD | Multiple Lower Triangular or Symmetric Matrices
is.chol | Multiple Lower Triangular or Symmetric Matrices
is.invchol | Multiple Lower Triangular or Symmetric Matrices
is.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
is.syMatrices | Multiple Lower Triangular or Symmetric Matrices
ldmvnorm | Multivariate Normal Log-likelihood and Score Functions
ldpmvnorm | Multivariate Normal Log-likelihood and Score Functions
lLgrad | User Interface to Multiple Multivariate Normal Distributions
lLgrad.mvnorm | User Interface to Multiple Multivariate Normal Distributions
logdet | Multiple Lower Triangular or Symmetric Matrices
logLik.mvnorm | User Interface to Multiple Multivariate Normal Distributions
Lower_tri | Multiple Lower Triangular or Symmetric Matrices
lpmvnorm | Multivariate Normal Log-likelihood and Score Functions
lpRR | Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances
ltMatrices | Multiple Lower Triangular or Symmetric Matrices
margDist | User Interface to Multiple Multivariate Normal Distributions
margDist.mvnorm | User Interface to Multiple Multivariate Normal Distributions
marg_mvnorm | Marginal and Conditional Multivariate Normal Distributions
Miwa | Choice of Algorithm and Hyper Parameters
Mult | Multiple Lower Triangular or Symmetric Matrices
Mult.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
Mult.syMatrices | Multiple Lower Triangular or Symmetric Matrices
mvnorm | User Interface to Multiple Multivariate Normal Distributions
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
rmvnorm | Multivariate Normal Density and Random Deviates
rmvt | The Multivariate t Distribution
simulate.mvnorm | User Interface to Multiple Multivariate Normal Distributions
sldmvnorm | Multivariate Normal Log-likelihood and Score Functions
sldpmvnorm | Multivariate Normal Log-likelihood and Score Functions
slpmvnorm | Multivariate Normal Log-likelihood and Score Functions
slpRR | Multivariate Normal Log-likelihood and Score Functions for Reduced Rank Covariances
solve.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
standardize | Multiple Lower Triangular or Symmetric Matrices
syMatrices | Multiple Lower Triangular or Symmetric Matrices
Tcrossprod | Multiple Lower Triangular or Symmetric Matrices
tcrossprod.ltMatrices | Multiple Lower Triangular or Symmetric Matrices
tcrossprod.syMatrices | Multiple Lower Triangular or Symmetric Matrices
TVPACK | Choice of Algorithm and Hyper Parameters
vectrick | Multiple Lower Triangular or Symmetric Matrices