mvtnorm

[Torsten Hothorn]

Announcement: mvtnorm

	Multivariate Normal and T Distribution

mvtnorm implements two R functions for the computation of the multivariate t
and normal distribution: 

pmvt: 	Computes the the distribution function of the multivariate t
	distribution  for arbitary limits, degrees of freedom and
	correlation matrices  based on algorithms by Genz and Bretz. 

pmvnorm: Computes the distribution function of the multivariate normal 
	distribution for arbitary limits and correlation matrices  based
	on algorithms by Genz and Bretz.


mvtnorm is currently available in CRAN's devel section. 

Literature: 

Genz, A. (1992). Numerical computation of multivariate normal
probabilities. Journal of Computational and Graphical Statistics,
1, 141-150 

Genz, A. (1993). Comparison of methods for the computation of
multivariate normal probabilities. Computing Science and
Statistics, 25, 400-405

Genz, A. and Bretz, F. (1999), Numerical computation of
multivariate t-probabilities with application to power calculation
of multiple contrasts. Journal of Statistical Computation and
Simulation, 63, 361-378.

Genz, A. and Bretz, F. (2001), Methods for the computation of
multivariate t-probabilities. (submitted)

Bests, 

Torsten

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