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:	1.5
Depends:	R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm
Imports:	stats, methods
Suggests:	lattice
Published:	2022-03-22
Author:	Stefan Wilhelm with contributions from Manjunath B G
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:

Reference manual:	tmvtnorm.pdf
Vignettes:	A short description of the Gibbs Sampler

Downloads:

Package source:	tmvtnorm_1.5.tar.gz
Windows binaries:	r-devel: tmvtnorm_1.5.zip, r-release: tmvtnorm_1.5.zip, r-oldrel: tmvtnorm_1.5.zip
macOS binaries:	r-release (arm64): tmvtnorm_1.5.tgz, r-oldrel (arm64): tmvtnorm_1.5.tgz, r-release (x86_64): tmvtnorm_1.5.tgz, r-oldrel (x86_64): tmvtnorm_1.5.tgz
Old sources:	tmvtnorm archive

Reverse dependencies:

Reverse depends:	epistasis, imputeLCMD, propagate, spatialprobit, uskewFactors
Reverse imports:	ARCensReg, bayesammi, BayesianLaterality, BayesianTools, BayesMassBal, bkmr, CensSpatial, condTruncMVN, covsim, DPBBM, ei, ExtremeRisks, foieGras, genscore, idefix, inctools, microbiomeDASim, miWQS, mixchar, multiocc, netgwas, nutriNetwork, sparseDOSSA, StempCens, TestDimorph, WACS
Reverse suggests:	BDgraph, MomTrunc

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tmvtnorm to link to this page.