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tmvtnorm

Truncated Multivariate Normal and Student t Distribution
Stefan Wilhelm <wilhelm@financial.com> with contributions from Manjunath B G <bgmanjunath@gmail.com>
GPL (>= 2)
Random number generation for the truncated multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated multinormal case.
Versions
Package Version Released
tmvtnorm 1.4-8 1 year 43 weeks ago
tmvtnorm 1.4-7 2 years 6 weeks ago
tmvtnorm 1.4-6 2 years 42 weeks ago
tmvtnorm 1.4-4 3 years 3 weeks ago
tmvtnorm 1.4-3 3 years 3 weeks ago
tmvtnorm 1.3-1 3 years 8 weeks ago
tmvtnorm 1.2-3 3 years 34 weeks ago
tmvtnorm 1.1-5 4 years 10 weeks ago
tmvtnorm 1.0-2 4 years 47 weeks ago
tmvtnorm 0.9-2 5 years 4 weeks ago
4.014925
Your rating: None Overall: 4 (134 votes)
4.014925
Your rating: None Documentation: 4 (134 votes)