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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.

Versions across snapshots

VersionRepositoryFileSize
1.7 rolling linux/jammy R-4.5 tmvtnorm_1.7.tar.gz 561.8 KiB
1.7 rolling linux/noble R-4.5 tmvtnorm_1.7.tar.gz 561.8 KiB
1.7 rolling source/ R- tmvtnorm_1.7.tar.gz 194.7 KiB
1.7 latest linux/jammy R-4.5 tmvtnorm_1.7.tar.gz 561.8 KiB
1.7 latest linux/noble R-4.5 tmvtnorm_1.7.tar.gz 561.8 KiB
1.7 latest source/ R- tmvtnorm_1.7.tar.gz 194.7 KiB
1.7 2026-04-26 source/ R- tmvtnorm_1.7.tar.gz 194.7 KiB
1.7 2026-04-23 source/ R- tmvtnorm_1.7.tar.gz 194.7 KiB
1.7 2026-04-09 windows/windows R-4.5 tmvtnorm_1.7.zip 804.6 KiB
1.6 2025-04-20 source/ R- tmvtnorm_1.6.tar.gz 195.0 KiB

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