MVTNORM: Stata module to work with the multivariate normal and multivariate t distributions, with and without variable truncation

A set of commands that allows users to evaluate different distributional quantities of the multivariate normal distribution, and a particular type of non-central multivariate t distribution. Specifically, their probability density functions, distribution functions, equicoordinate quantiles, and pseudo-random vectors can be computed, either in the absence or presence of variable truncation. The commands are written in a combination of Stata and Mata for speed. In addition, a set of corresponding Mata functions is provided.