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Diffstat (limited to 'math/R-cran-mnormt/pkg-descr')
| -rw-r--r-- | math/R-cran-mnormt/pkg-descr | 8 |
1 files changed, 8 insertions, 0 deletions
diff --git a/math/R-cran-mnormt/pkg-descr b/math/R-cran-mnormt/pkg-descr new file mode 100644 index 000000000000..392a083722fd --- /dev/null +++ b/math/R-cran-mnormt/pkg-descr @@ -0,0 +1,8 @@ +Functions are provided for computing the density and the distribution function +of d-dimensional normal and "t" random variables, possibly truncated (on one +side or two sides), and for generating random vectors sampled from these +distributions, except sampling from the truncated "t". Moments of arbitrary +order of a multivariate truncated normal are computed, and converted to +cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; +different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the +dimensionality. |