mnorm: Multivariate Normal Distribution

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9>, H. I. Gassmann (2003) <doi:10.1198/1061860032283> and E. Kossova, B. Potanin (2018) <>.

Version: 1.2.2
Imports: Rcpp (≥ 1.0.10), hpa (≥ 1.3.1)
LinkingTo: Rcpp, RcppArmadillo, hpa
Published: 2023-11-29
DOI: 10.32614/CRAN.package.mnorm
Author: Bogdan Potanin [aut, cre, ctb], Sofiia Dolgikh [ctb]
Maintainer: Bogdan Potanin <bogdanpotanin at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: mnorm results


Reference manual: mnorm.pdf


Package source: mnorm_1.2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mnorm_1.2.2.tgz, r-oldrel (arm64): mnorm_1.2.2.tgz, r-release (x86_64): mnorm_1.2.2.tgz, r-oldrel (x86_64): mnorm_1.2.2.tgz
Old sources: mnorm archive

Reverse dependencies:

Reverse imports: sfaR, switchSelection
Reverse linking to: switchSelection


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