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
| Version | Repository | File | Size |
|---|---|---|---|
1.7 |
2026-04-09 windows/windows R-4.5 | tmvtnorm_1.7.zip |
804.6 KiB |