tmvtnorm
From MaRDI portal
Tmvtnorm
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.
Cited in
(80)- LTFHPlus
- dfrr
- Independence properties of the truncated multivariate elliptical distributions
- A Gibbs' sampler for the parameters of a truncated multivariate normal distribution
- Fitting monotone polynomials in mixed effects models
- Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index
- Fast Bayesian variable screenings for binary response regressions with small sample size
- EM algorithm for MLE of a probit model for multiple ordinal outcomes
- Segmented classification analysis with a class of rectangle-screened elliptical populations
- A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- EM algorithm for maximum likelihood estimation of correlated probit model for two longitudinal ordinal outcomes
- Nonlinear Kalman filtering for censored observations
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Some notes on extremal discriminant analysis
- TTmoment
- covsim
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
- HmmSeq: a hidden Markov model for detecting differentially expressed genes from RNA-seq data
- Bayesian factor analysis with uncertain functional constraints about factor loadings
- Moments and random number generation for the truncated elliptical family of distributions
- Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
- A best linear threshold classification with scale mixture of skew normal populations
- Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling
- mnormt
- logistf
- fracdiff
- CNAmet
- SenSrivastava
- MonoPoly
- HmmSeq
- AS 249
- ARCensReg
- CensSpatial
- ADGofTest
- Methods for mediation analysis with missing data
- BayesianTools
- TATES
- FastGP
- netgwas
- verification
- JGL
- MultiPhen
- qrmdata
- uskewFactors
- roptim
- pedigreemm
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models
- Snaer
- spatialprobit
- openVA
- MomTrunc
- nvmix
- armspp
- CST Studio Suite
- ei
- heteromixgm
- Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
- Karen
- TestDimorph
- multiocc
- StempCens
- BayesMassBal
- imputeLCMD
- ARpLMEC
- RcppCensSpatial
- bkmr
- BayesianLaterality
- tlrmvnmvt
- genscore
- miWQS
- condTruncMVN
- ExtremeRisks
- WACS
- inctools
- nutriNetwork
- bayesammi
- DPBBM
- A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
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