tmvtnorm (Q20087)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: tmvtnorm |
Truncated Multivariate Normal and Student t Distribution
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | tmvtnorm |
Truncated Multivariate Normal and Student t Distribution |
Statements
5 December 2023
0 references
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
expanded from: GPL (≥ 2) (English)
0 references
