tmvtnorm (1.4-10)

1 user

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.

Maintainer: Stefan Wilhelm
Author(s): Stefan Wilhelm <> with contributions from Manjunath B G <>

License: GPL (>= 2)

Uses: gmm, Matrix, mvtnorm, lattice
Reverse depends: eiCompare, epistasis, fExpressCertificates, propagate, spatialprobit, spfrontier, uskewFactors, WACS
Reverse suggests: MomTrunc

Released almost 5 years ago.

14 previous versions



  3.0/5 (2 votes)


  3.0/5 (2 votes)

Log in to vote.


No one has written a review of tmvtnorm yet. Want to be the first? Write one now.

Related packages: BiasedUrn, CircStats, Davies, GLDEX, GSM, HI, HyperbolicDist, LearnBayes, Lmoments, MCMCpack, Runuran, SuppDists, VGAM, agricolae, bayesm, benchden, circular, compositions, copula, distrDoc(20 best matches, based on common tags.)

Search for tmvtnorm on google, google scholar, r-help, r-devel.

Visit tmvtnorm on R Graphical Manual.