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22 March 2022
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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.
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point in time: 21 December 2023
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links / mardi / namelinks / mardi / name
 

Latest revision as of 15:28, 21 March 2024

Truncated Multivariate Normal and Student t Distribution
Language Label Description Also known as
English
tmvtnorm
Truncated Multivariate Normal and Student t Distribution

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.5
    publication date
    22 March 2022
    0 references
    0.4-2
    publication date
    29 March 2009
    0 references
    0.5-1
    publication date
    4 May 2009
    0 references
    0.7-2
    publication date
    26 August 2009
    0 references
    0.8-3
    publication date
    7 October 2009
    0 references
    0.9-2
    publication date
    4 January 2010
    0 references
    1.0-1
    publication date
    4 March 2010
    0 references
    1.0-2
    publication date
    5 March 2010
    0 references
    1.1-5
    publication date
    22 November 2010
    0 references
    1.2-3
    publication date
    4 June 2011
    0 references
    1.3-1
    publication date
    2 December 2011
    0 references
    1.4-1
    publication date
    27 December 2011
    0 references
    1.4-3
    publication date
    5 January 2012
    0 references
    1.4-4
    publication date
    11 January 2012
    0 references
    1.4-6
    publication date
    9 April 2012
    0 references
    1.4-7
    publication date
    17 December 2012
    0 references
    1.4-8
    publication date
    30 March 2013
    0 references
    1.4-9
    publication date
    4 March 2014
    0 references
    1.4-10
    publication date
    28 August 2015
    0 references
    1.6
    publication date
    5 December 2023
    0 references
    programmed in
    R
    0 references
    last update
    5 December 2023
    0 references
    description
    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.
    0 references
    author
    Stefan Wilhelm
    0 references
    Manjunath B G
    0 references
    depends on software
    mvtnorm
    0 references
    utils
    0 references
    Matrix
    0 references
    stats4
    0 references
    gmm
    0 references
    R
    software version identifier
    ≥ 1.9.0
    0 references
    imports
    stats
    0 references
    methods
    0 references

    Identifiers

    swMATH work ID
    8073
    0 references
    CRAN project
    tmvtnorm
    0 references
     
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