tmvtnorm (Q20087)

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Revision as of 14:32, 21 March 2024 by Schubotz (talk | contribs) (‎Created claim: source code repository (P339): https://github.com/cran/tmvtnorm, #quickstatements; #temporary_batch_1711027662947)
Truncated Multivariate Normal and Student t Distribution
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English
tmvtnorm
Truncated Multivariate Normal and Student t Distribution

    Statements

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    1.5
    22 March 2022
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    0.4-2
    29 March 2009
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    0.5-1
    4 May 2009
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    0.7-2
    26 August 2009
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    0.8-3
    7 October 2009
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    0.9-2
    4 January 2010
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    1.0-1
    4 March 2010
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    1.0-2
    5 March 2010
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    1.1-5
    22 November 2010
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    1.2-3
    4 June 2011
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    1.3-1
    2 December 2011
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    1.4-1
    27 December 2011
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    1.4-3
    5 January 2012
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    1.4-4
    11 January 2012
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    1.4-6
    9 April 2012
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    1.4-7
    17 December 2012
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    1.4-8
    30 March 2013
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    1.4-9
    4 March 2014
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    1.4-10
    28 August 2015
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    1.6
    5 December 2023
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    5 December 2023
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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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    Identifiers

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