condTruncMVN

MaRDI QIDQ134686CRANFDO

Authors Paul M. Hargarten

Last update 22 February 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.0.2, PACKAGES.rds, 0.0.3

Description

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.

Cites work

• Some results on the multivariate truncated normal distribution

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