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: 1.4-9
Depends: R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm
Imports: stats
Suggests: lattice
Published: 2014-03-04
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: http://www.r-project.org
NeedsCompilation: yes
Citation: tmvtnorm citation info
Materials: NEWS
In views: Distributions
CRAN checks: tmvtnorm results

Downloads:

Reference manual: tmvtnorm.pdf
Vignettes: A short description of the Gibbs Sampler
Package source: tmvtnorm_1.4-9.tar.gz
Windows binaries: r-devel: tmvtnorm_1.4-9.zip, r-release: tmvtnorm_1.4-9.zip, r-oldrel: tmvtnorm_1.4-9.zip
OS X Snow Leopard binaries: r-release: tmvtnorm_1.4-9.tgz, r-oldrel: tmvtnorm_1.4-9.tgz
OS X Mavericks binaries: r-release: tmvtnorm_1.4-9.tgz
Old sources: tmvtnorm archive

Reverse dependencies:

Reverse depends: fExpressCertificates, propagate, spatialprobit, spfrontier
Reverse imports: clustMD