tmvtnorm (Q20087)
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Truncated Multivariate Normal and Student t Distribution
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | tmvtnorm |
Truncated Multivariate Normal and Student t Distribution |
Statements
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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expanded from: GPL (≥ 2) (English)
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