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tmvtnorm (version 0.8-3)

Truncated Multivariate Normal Distribution

Description

Computes truncated multivariate normal probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Random number generation. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated case.

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Version

Install

install.packages('tmvtnorm')

Monthly Downloads

6,202

Version

0.8-3

License

GPL (>= 2)

Maintainer

Stefan Wilhelm

Last Published

October 7th, 2009

Functions in tmvtnorm (0.8-3)

dtmvnorm-marginal

One-dimensional marginal density functions from a Truncated Multivariate Normal distribution
tmvnorm

Truncated Multivariate Normal Density
qtmvnorm-marginal

Quantiles of the Truncated Multivariate Normal Distribution in one dimension
dtmvnorm.marginal2

Bivariate marginal density functions from a Truncated Multivariate Normal distribution
ptmvnorm.marginal

One-dimensional marginal CDF function from a Truncated Multivariate Normal distribution
ptmvnorm

Truncated Multivariate Normal Distribution
mtmvnorm

Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
rtmvnorm

Sampling Random Numbers From Truncated Multivariate Normal Distribution