tmvtnorm v1.4-10

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Truncated Multivariate Normal and Student t Distribution

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.

Functions in tmvtnorm

Name Description
dtmvnorm.marginal One-dimensional marginal density functions from a Truncated Multivariate Normal distribution
gmm.tmvnorm GMM Estimation for the Truncated Multivariate Normal Distribution
ptmvnorm Truncated Multivariate Normal Distribution
rtmvnorm Sampling Random Numbers From The Truncated Multivariate Normal Distribution
ptmvt Truncated Multivariate Student t Distribution
qtmvnorm-marginal Quantiles of the Truncated Multivariate Normal Distribution in one dimension
tmvnorm Truncated Multivariate Normal Density
mle.tmvnorm Maximum Likelihood Estimation for the Truncated Multivariate Normal Distribution
rtmvt Sampling Random Numbers From The Truncated Multivariate Student t Distribution
mtmvnorm Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
dtmvt Truncated Multivariate Student t Density
dtmvnorm.marginal2 Bivariate marginal density functions from a Truncated Multivariate Normal distribution
rtmvnorm2 Sampling Random Numbers From The Truncated Multivariate Normal Distribution With Linear Constraints
ptmvtnorm.marginal One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution
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Vignettes of tmvtnorm

Name
GibbsSampler.Rnw
tmvtnorm.bib
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Details

Date 2015-08-26
Encoding latin1
License GPL (>= 2)
URL http://www.r-project.org
NeedsCompilation yes
Packaged 2015-08-27 12:19:01 UTC; stefan_admin
Repository CRAN
Date/Publication 2015-08-28 01:06:55

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