condTruncMVN (Q134686)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Conditional Truncated Multivariate Normal Distribution
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | condTruncMVN |
Conditional Truncated Multivariate Normal Distribution |
Statements
22 February 2026
0 references
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.
0 references