mvtnorm swMATH ID: 4359 Software Authors: Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, FriedrichLeisch, Fabian Scheipl, Bjoern Bornkamp, Torsten Hothorn Description: R package mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random deviates and densities. Homepage: http://cran.r-project.org/web/packages/mvtnorm/ Source Code: https://github.com/cran/mvtnorm Dependencies: R (≥ 1.9.0) Related Software: R; MASS (R); QSIMVN; lme4; SAS; ggplot2; CRAN; CODA; nlme; Rcpp; copula; Matrix; Mcmcpack; Matlab; sn; multcomp; Stata; boot; JAGS; mnormt Cited in: 126 Publications all top 5 Cited by 257 Authors 7 Lachos Dávila, Víctor Hugo 5 Schaarschmidt, Frank 4 Demirtas, Hakan 3 Amatya, Anup 3 Costa, Denise Reis 3 Dürre, Alexander 3 Kojadinovic, Ivan 3 Nestler, Steffen 3 Vogel, Daniel 3 Yan, Jun 2 Bornkamp, Björn 2 Boulesteix, Anne-Laure Isabeau 2 Castro, Luis Mauricio 2 Djira, Gemechis Dilba 2 Hasler, Mario 2 Hofert, Marius 2 Hothorn, Ludwig A. 2 Lamm, Michael 2 Li, Bo 2 Lu, Shu 2 Matos, Larissa A. 2 Nikoloulopoulos, Aristidis K. 2 Pallmann, Philip 2 Prates, Marcos Oliveira 2 Tortora, Cristina 2 Westgate, Philip M. 2 Wollschläger, Daniel 1 Adegoke, Nurudeen A. 1 Akdur, Hatice Tul Kubra 1 Ali, R. Ayesha 1 Allard, Denis 1 Anderson, Marti Jane 1 Arslan, Olcay 1 Augustin, Thomas 1 Azevedo, Caio Lucidius Naberezny 1 Azzimonti, Dario 1 Back, Mitja D. 1 Balakrishnan, Narayanaswamy 1 Bandyopadhyay, Dipankar 1 Bandyopadhyay, Uttam 1 Bang, Sungwan 1 Barbeito, Inés 1 Barbiero, Alessandro 1 Bayrak, Hülya 1 Bazán, Jorge Luis 1 Bernau, Christoph 1 Berrett, Candace 1 Biedermann, Alex 1 Binois, Mickaël 1 Bod’a, Martin 1 Böhlendorf, Kathrin 1 Bordley, Robert F. 1 Boys, Richard J. 1 Bozza, Silvia 1 Bruch, Christian 1 Budhiraja, Amarjit S. 1 Budtz-Jørgensen, Esben 1 Bühlmann, Peter 1 Cabral, Celso Rômulo Barbosa 1 Calder, Catherine A. 1 Cao, Ricardo 1 Carlson, Nichole E. 1 Castro-Conde, Irene 1 Causeur, David J. 1 Cecere, Silvia 1 Chatterjee, Debajit 1 Chen, Ding-Geng 1 Chen, Kun 1 Chen, Yuhui 1 Chertkov, Michael 1 Chesher, Andrew 1 Cho, Hyungjun 1 Colombi, Roberto 1 Craig, Peter S. 1 Czajkowski, Michal 1 Dalzell, Nicole M. 1 Darlington, Gerarda A. 1 Davison, Anthony C. 1 de Uña-Álvarez, Jacobo 1 De Wolf, J. 1 Del Pilar Díaz, Maria 1 del Puerto, Inés Maria 1 Denis, Jean-Baptiste 1 Dey, Dipak Kumar 1 Duchateau, Luc 1 Efromovich, Sam 1 Fabbri, Paolo 1 Fan, Jinyan 1 Farrow, Malcolm 1 Ferrari, Pier Alda 1 Ferretti, Luca 1 Fiocco, Marta 1 Flegal, James M. 1 Forcina, Antonio 1 Frick, Susanne 1 Fried, Roland 1 Friguet, Chloé 1 Fu, Liya 1 Gaetan, Carlo 1 Galarza, Christian E. ...and 157 more Authors all top 5 Cited in 49 Serials 13 Computational Statistics and Data Analysis 10 Journal of Statistical Computation and Simulation 7 Psychometrika 7 Communications in Statistics. Simulation and Computation 6 Journal of Multivariate Analysis 6 Journal of Computational and Graphical Statistics 5 Biometrical Journal 5 Computational Statistics 4 Statistics and Computing 3 Statistical Papers 3 Journal of Applied Statistics 3 Electronic Journal of Statistics 3 Journal of Agricultural, Biological, and Environmental Statistics 2 Biometrics 2 Journal of Statistical Planning and Inference 2 Communications in Statistics. Theory and Methods 2 Mathematical Programming. Series A. Series B 2 Methodology and Computing in Applied Probability 2 Statistical Applications in Genetics and Molecular Biology 2 Statistical Methods and Applications 2 Mathematical Geosciences 1 The Canadian Journal of Statistics 1 Journal of Statistical Physics 1 Metrika 1 Annals of the Institute of Statistical Mathematics 1 Journal of the American Statistical Association 1 Metron 1 Statistics 1 Journal of Global Optimization 1 European Journal of Operational Research 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Extremes 1 CEJOR. Central European Journal of Operations Research 1 Statistical Modelling 1 Statistical Methods in Medical Research 1 Hacettepe Journal of Mathematics and Statistics 1 Monographs on Statistics and Applied Probability 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Statistical Theory and Practice 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Games 1 Bayesian Analysis 1 Springer Texts in Statistics 1 Use R! 1 Statistics and Computing (Cham) 1 Chapman & Hall/CRC Texts in Statistical Science Series 1 Chapman & Hall/CRC Computer Science & Data Analysis Series 1 Springer-Lehrbuch all top 5 Cited in 11 Fields 122 Statistics (62-XX) 19 Numerical analysis (65-XX) 7 Probability theory and stochastic processes (60-XX) 7 Biology and other natural sciences (92-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Operations research, mathematical programming (90-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Systems theory; control (93-XX) Citations by Year