tmvtnorm

Truncated Multivariate Normal and Student t Distribution

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.

Tests Vignettes

Dependencies

Imports/Depends/LinkingTo/Enhances (3)
  • R
  • mvtnorm
  • gmm
  • Version History