tmvtnorm (1.2-3)

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, mvtnorm
Reverse depends: eiCompare, epistasis, fExpressCertificates, propagate, spatialprobit, spfrontier, uskewFactors, WACS
Reverse suggests: MomTrunc

Released over 8 years ago.