tmvtnorm: Truncated Multivariate Normal and Student t Distribution (original) (raw)
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: | 1.6 |
|---|---|
| Depends: | R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm |
| Imports: | stats, methods |
| Suggests: | lattice |
| Published: | 2023-12-05 |
| DOI: | 10.32614/CRAN.package.tmvtnorm |
| Author: | Stefan Wilhelm [aut, cre], Manjunath B G [aut] |
| Maintainer: | Stefan Wilhelm |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.r-project.org |
| NeedsCompilation: | yes |
| Citation: | tmvtnorm citation info |
| Materials: | README |
| 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, DPBBM, ei, ExtremeRisks, genscore, GPCsign, heteromixgm, idefix, inctools, Karen, LTFHPlus, microbiomeDASim, mixchar, netgwas, nutriNetwork, restriktor, SMNlmec, StempCens, TestDimorph, WACS |
| Reverse suggests: | BDgraph, MomTrunc |
Linking:
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