TruncatedNormal

Truncated Multivariate Normal and Student Distributions

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

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Description file content

Package
TruncatedNormal
Type
Package
Title
Truncated Multivariate Normal and Student Distributions
Version
2.0
Date
2019-06-07
Description
A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) and Botev and L'Ecuyer (2015) .
License
GPL-3
BugReports
https://github.com/lbelzile/TruncatedNormal/issues
Imports
nleqslv, qrng, Rcpp (>= 0.12.16)
LinkingTo
Rcpp, RcppArmadillo
RoxygenNote
6.1.1
VignetteBuilder
knitr
Encoding
UTF-8
Suggests
knitr, rmarkdown, mvtnorm
NeedsCompilation
yes
Packaged
2019-06-09 17:04:35 UTC; leo
Author
Zdravko Botev [aut] (), Leo Belzile [aut, cre] ()
Maintainer
Leo Belzile
Repository
CRAN
Date/Publication
2019-06-10 15:10:15 UTC

install.packages('TruncatedNormal')

2.0

2 months ago

Leo Belzile

GPL-3

Imports

nleqslv, qrng, Rcpp (>= 0.12.16)

Suggests

knitr, rmarkdown, mvtnorm

Discussions