TruncatedNormal

MaRDI QIDQ1353473swMATHCRANFDO

Authors Z. I. Botev, Léo R. Belzile

Last update 8 July 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 2.2.2, PACKAGES.rds, 1.0, 2.0, 2.1.2, 2.1, 2.2, 2.3

Official website https://cran.r-project.org/web/packages/TruncatedNormal/index.html

Source code repository https://github.com/cran/TruncatedNormal

Description

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Cites work

• Efficient probability estimation and simulation of the truncated multivariate student-t distribution
• The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting

Cited in

(21)

• cgaim
• ARpLMEC
• ScaleSpikeSlab
• SurvGPR
• hdtg
• SODAS
• Fungible
• cSEM
• VeccTMVN
• Compositionalzerocens
• PricingBandits
• gctsc
• SMNlmec
• HonestDiD
• nntmvn
• cirls
• GPCsign
• ARCHISSUR
• mig
• bpvars
• mastif

This page was built for software: TruncatedNormal