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tmvtnorm (version 1.4-10)

Truncated Multivariate Normal and Student t Distribution

Description

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.

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Version

Install

install.packages('tmvtnorm')

Monthly Downloads

5,854

Version

1.4-10

License

GPL (>= 2)

Maintainer

Stefan Wilhelm

Last Published

August 28th, 2015

Functions in tmvtnorm (1.4-10)

dtmvnorm.marginal

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

GMM Estimation for the Truncated Multivariate Normal Distribution

Truncated Multivariate Normal Distribution

Sampling Random Numbers From The Truncated Multivariate Normal Distribution

Truncated Multivariate Student t Distribution

qtmvnorm-marginal

Quantiles of the Truncated Multivariate Normal Distribution in one dimension

Truncated Multivariate Normal Density

Maximum Likelihood Estimation for the Truncated Multivariate Normal Distribution

Sampling Random Numbers From The Truncated Multivariate Student t Distribution

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

Truncated Multivariate Student t Density

dtmvnorm.marginal2

Bivariate marginal density functions from a Truncated Multivariate Normal distribution

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