summaryrefslogtreecommitdiff
path: root/math/R-mnormt
AgeCommit message (Collapse)AuthorFilesLines
2020-08-09math/R-mnormt: remove MASTER_SITESbrook1-2/+1
MASTER_SITES is defined in math/R/Makefile.extension, which should be included by all R packages. Therefore, MASTER_SITES should not be define in a Makefile for an R package.
2020-08-07math/R-mnormt: import R-mnormt-1.5.6brook3-0/+29
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.