# 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 No Results!