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,SimKid,SMNlmec,StempCens,TestDimorph,WACS |
| Reverse suggests: | BDgraph,MomTrunc,trunmnt |
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