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.

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Description file content

Package
tmvtnorm
Version
1.4-10
Date
2015-08-26
Title
Truncated Multivariate Normal and Student t Distribution
Author
Stefan Wilhelm with contributions from Manjunath B G
Maintainer
Stefan Wilhelm
Imports
stats, methods
Depends
R (>= 1.9.0), mvtnorm, utils, Matrix, stats4, gmm
Encoding
latin1
Suggests
lattice
Description
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.
License
GPL (>= 2)
URL
NeedsCompilation
yes
Packaged
2015-08-27 12:19:01 UTC; stefan_admin
Repository
CRAN
Date/Publication
2015-08-28 01:06:55

install.packages('tmvtnorm')

1.4-10

03 years ago

http://www.r-project.org

Stefan Wilhelm

GPL (>= 2)

Depends on

R (>= 1.9.0), mvtnorm, utils, Matrix, stats4, gmm

Imports

stats, methods

Suggests

lattice

Discussions