# Publications

# Scholary papers describing the methodology

The mvtnorm package implements methods to evaluate the probability, density, and quantile functions of the multivariate normal and t distributions. For the general case, tailored Monte Carlo methods described by Genz and Bretz (2009) are applied; for the bivariate normal the exact approach by Miwa, Hayter, and Kuriki (2003) is available as an alternative.

**References**

[1]
T. Miwa, A. J. Hayter, and S. Kuriki.
“The Evaluation of General Non-centred Orthant Probabilities”.
In: *Journal of the Royal Statistical Society, Series B: Methodology* 65 (2003), pp. 223–234.
DOI: 10.1111/1467-9868.00382.

[2]
A. Genz and F. Bretz.
*Computation of Multivariate Normal and t Probabilities*.
Vol. 195.
Lecture Notes in Statistics.
Heidelberg, Germany: Springer-Verlag, 2009.