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.
Version: |
1.7 |
Depends: |
R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm |
Imports: |
stats, methods |
Suggests: |
lattice, rgl |
Published: |
2025-09-01 |
DOI: |
10.32614/CRAN.package.tmvtnorm |
Author: |
Stefan Wilhelm [aut, cre],
Manjunath B G [aut] |
Maintainer: |
Stefan Wilhelm <wilhelm at financial.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: |
https://www.r-project.org |
NeedsCompilation: |
yes |
Citation: |
tmvtnorm citation info |
Materials: |
README, NEWS |
In views: |
Distributions |
CRAN checks: |
tmvtnorm results |
Documentation:
Downloads:
Reverse dependencies:
Reverse depends: |
dfrr, imputeLCMD, IRTM, multiocc, propagate, spatialprobit, uskewFactors |
Reverse imports: |
ARCensReg, BANAM, bayesammi, BayesianLaterality, BayesianTools, bkmr, CensSpatial, cobenrich, condTruncMVN, covsim, ei, extraSuperpower, ExtremeRisks, genscore, GPCsign, heteromixgm, idefix, inctools, Karen, LTFGRS, LTFHPlus, microbiomeDASim, mixchar, netgwas, nutriNetwork, restriktor, SMNlmec, StempCens, TestDimorph, WACS |
Reverse suggests: |
BDgraph, MomTrunc |
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