TruncatedNormal (version 2.3)

ptmvt: Cumulative distribution function of the truncated multivariate Student distribution.

Description

This function returns the (log)-distribution function of a matrix q of observations lying in the interval [lb, ub].

Usage

ptmvt(
  q,
  mu,
  sigma,
  df,
  lb,
  ub,
  type = c("mc", "qmc"),
  log = FALSE,
  check = TRUE,
  B = 10000,
  ...
)

Arguments

mu

vector of location parameters

sigma

scale matrix

df

degrees of freedom

lb

vector of lower truncation limits

ub

vector of upper truncation limits

type

string, either of mc or qmc for Monte Carlo and quasi Monte Carlo, respectively

log

logical; if TRUE, probabilities and density are given on the log scale.

check

logical, if TRUE (default), check that the scale matrix sigma is positive definite and symmetric.

B

number of replications for the (quasi)-Monte Carlo scheme

...

additional arguments, currently ignored

See Also

tmvt