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