Learn R Programming

TruncatedNormal (version 2.3)

Truncated Multivariate Normal and Student Distributions

Description

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) and Botev and L'Ecuyer (2015) .

Copy Link

Version

Install

install.packages('TruncatedNormal')

Monthly Downloads

2,856

Version

2.3

License

GPL-3

Maintainer

Leo Belzile

Last Published

July 8th, 2024

Functions in TruncatedNormal (2.3)

Cholesky matrix decomposition with GB ordering

Calculate log of Gaussian distribution function accurately

Multivariate truncated normal distribution

Density function for the truncated multivariate Student distribution

Vectorized random number generation from the univariate truncated normal distribution

Truncated multivariate normal cumulative distribution

Truncated multivariate normal cumulative distribution (quasi-Monte Carlo)

Truncated multivariate normal generator

Random number generation from multivariate truncated Student distribution

Truncated multivariate student cumulative distribution

Distribution function of the multivariate normal distribution for arbitrary limits

Normal quantile function (high precision)

Quantile function using the inversion method

Women wage dataset from Mroz (1987)

Truncated student generator for Bayesian regression simulation

Fast truncated normal generator

Cumulative distribution function of the truncated multivariate Student distribution.

Distribution function of the multivariate Student distribution for arbitrary limits

Cumulative distribution function of the truncated multivariate normal distribution.

Truncated multivariate student cumulative distribution (QMC version)

Random number generator for the truncated multivariate Student distribution.

Random number generator for the truncated multivariate normal distribution.

Truncated univariate normal distribution

Multivariate truncated Student distribution

Quantile of truncated Gaussian

Cholesky decomposition for Gaussian distribution function with permutation

TruncatedNormal-package

Truncated Normal Distribution Toolbox

Latent membranous Lupus Nephritis dataset

Multivariate normal density function

Cholesky matrix decomposition with GGE ordering

Density function for the truncated multivariate normal distribution

Multivariate Student density function