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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 7 weeks 6 days ago
tmvtnorm 1.4-7 22 weeks 4 days ago
tmvtnorm 1.4-6 1 year 6 weeks ago
tmvtnorm 1.4-4 1 year 19 weeks ago
tmvtnorm 1.4-3 1 year 20 weeks ago
tmvtnorm 1.3-1 1 year 24 weeks ago
tmvtnorm 1.2-3 1 year 50 weeks ago
tmvtnorm 1.1-5 2 years 26 weeks ago
tmvtnorm 1.0-2 3 years 11 weeks ago
tmvtnorm 0.9-2 3 years 20 weeks ago
4.25926
Your rating: None Overall: 4.3 (108 votes)
4.25926
Your rating: None Documentation: 4.3 (108 votes)