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: 1.5
Depends: R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm
Imports: stats, methods
Suggests: lattice
Published: 2022-03-22
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: https://www.r-project.org
NeedsCompilation: yes
Citation: tmvtnorm citation info
Materials: README NEWS
In views: Distributions
CRAN checks: tmvtnorm results

Documentation:

Reference manual: tmvtnorm.pdf
Vignettes: A short description of the Gibbs Sampler

Downloads:

Package source: tmvtnorm_1.5.tar.gz
Windows binaries: r-devel: tmvtnorm_1.5.zip, r-release: tmvtnorm_1.5.zip, r-oldrel: tmvtnorm_1.5.zip
macOS binaries: r-release (arm64): tmvtnorm_1.5.tgz, r-oldrel (arm64): tmvtnorm_1.5.tgz, r-release (x86_64): tmvtnorm_1.5.tgz, r-oldrel (x86_64): tmvtnorm_1.5.tgz
Old sources: tmvtnorm archive

Reverse dependencies:

Reverse depends: dfrr, epistasis, imputeLCMD, propagate, spatialprobit, uskewFactors
Reverse imports: ARCensReg, ARpLMEC, bayesammi, BayesianLaterality, BayesianTools, BayesMassBal, bkmr, carx, condTruncMVN, covsim, DAPAR, DPBBM, ei, ExtremeRisks, foieGras, genscore, idefix, inctools, microbiomeDASim, miWQS, mixchar, netgwas, nutriNetwork, RandomCoefficients, sparseDOSSA, StempCens, TestDimorph, WACS
Reverse suggests: BDgraph, MomTrunc, relliptical

Linking:

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