condTruncMVN (version 0.0.2)

Conditional Truncated Multivariate Normal Distribution

Description

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, ). Also draws random samples from this distribution.

Copy Link

Version

Install

install.packages('condTruncMVN')

Monthly Downloads

234

Version

0.0.2

License

GPL-3

Maintainer

Paul Hargarten

Last Published

September 17th, 2020

Functions in condTruncMVN (0.0.2)

dcmvtruncnorm

Density of the Conditional Truncated Multivariate Normal

condtMVN

Conditional Truncated Multivariate Normal Parameters

rcmvtruncnorm

Random Sample from Conditional Truncated Multivariate Normal

pcmvtruncnorm

CDF for the Conditional Truncated Multivariate Normal