tmvtnorm (1.4-8)
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
Released 3 months ago.
12 previous versions
- tmvtnorm_1.4-7. Released 6 months ago.
- tmvtnorm_1.4-6. Released about 1 year ago.
- tmvtnorm_1.4-4. Released over 1 year ago.
- tmvtnorm_1.4-3. Released over 1 year ago.
- tmvtnorm_1.3-1. Released over 1 year ago.
- tmvtnorm_1.2-3. Released about 2 years ago.
- tmvtnorm_1.1-5. Released over 2 years ago.
- tmvtnorm_1.0-2. Released over 3 years ago.
- tmvtnorm_0.9-2. Released over 3 years ago.
- tmvtnorm_0.8-3. Released over 3 years ago.
- tmvtnorm_0.7-2. Released almost 4 years ago.
- tmvtnorm_0.5-1. Released about 4 years ago.
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