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.
| Version: | 1.4-10 |
| Depends: | R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm |
| Imports: | stats, methods |
| Suggests: | lattice |
| Published: | 2015-08-28 |
| Author: | Stefan Wilhelm with contributions from Manjunath B G |
| Maintainer: | Stefan Wilhelm <wilhelm at financial.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.r-project.org |
| NeedsCompilation: | yes |
| Citation: | tmvtnorm citation info |
| Materials: | NEWS |
| In views: | Distributions |
| CRAN checks: | tmvtnorm results |
| Reference manual: | tmvtnorm.pdf |
| Vignettes: |
A short description of the Gibbs Sampler |
| Package source: | tmvtnorm_1.4-10.tar.gz |
| Windows binaries: | r-devel: tmvtnorm_1.4-10.zip, r-release: tmvtnorm_1.4-10.zip, r-oldrel: tmvtnorm_1.4-10.zip |
| macOS binaries: | r-release: tmvtnorm_1.4-10.tgz, r-oldrel: tmvtnorm_1.4-10.tgz |
| Old sources: | tmvtnorm archive |
| Reverse depends: | epistasis, fExpressCertificates, imputeLCMD, propagate, spatialprobit, spfrontier, uskewFactors |
| Reverse imports: | ARCensReg, ARpLMEC, bayesammi, BayesianTools, BayesMassBal, bkmr, carx, CensSpatial, DAPAR, DPBBM, ei, genscore, hmi, idefix, inctools, intsurvbin, microbiomeDASim, mixchar, netgwas, nutriNetwork, RandomCoefficients, rmdcev, sparseDOSSA, StempCens, TestDimorph, WACS |
| Reverse suggests: | MomTrunc |
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