tmvtnorm (1.4-9)

1 user

Truncated Multivariate Normal and Student t Distribution.

http://www.r-project.org
http://cran.r-project.org/web/packages/tmvtnorm

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.

Maintainer: Stefan Wilhelm
Author(s): Stefan Wilhelm <wilhelm@financial.com> with contributions from Manjunath B G <bgmanjunath@gmail.com>

License: GPL (>= 2)

Uses: gmm, Matrix, mvtnorm, lattice
Reverse depends: uskewFactors

Released 8 months ago.


13 previous versions

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  3.0/5 (2 votes)

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  3.0/5 (2 votes)

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