# 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! |

## Vignettes of tmvtnorm

Name | ||

GibbsSampler.Rnw | ||

tmvtnorm.bib | ||

No Results! |

## Last month downloads

## 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 |

depends | base (>= 1.9.0) , gmm , Matrix , mvtnorm , R (>= 1.9.0) , stats4 , utils |

suggests | lattice |

imports | methods , stats |

Contributors | Stefan Wilhelm |

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