tmvtnorm (Q20087): Difference between revisions

← Older edit

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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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+Software:20087

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

maintained by

Stefan Wilhelm

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

0 references

0 references

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)