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.
Version: | 1.4-10 |
Depends: | R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm |
Imports: | stats, methods |
Suggests: | lattice |
Published: | 2015-08-28 |
Author: | Stefan Wilhelm with contributions from Manjunath B G |
Maintainer: | Stefan Wilhelm <wilhelm at financial.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | http://www.r-project.org |
NeedsCompilation: | yes |
Citation: | tmvtnorm citation info |
Materials: | NEWS |
In views: | Distributions |
CRAN checks: | tmvtnorm results |
Reference manual: | tmvtnorm.pdf |
Vignettes: |
A short description of the Gibbs Sampler |
Package source: | tmvtnorm_1.4-10.tar.gz |
Windows binaries: | r-devel: tmvtnorm_1.4-10.zip, r-release: tmvtnorm_1.4-10.zip, r-oldrel: tmvtnorm_1.4-10.zip |
OS X El Capitan binaries: | r-release: tmvtnorm_1.4-10.tgz |
OS X Mavericks binaries: | r-oldrel: tmvtnorm_1.4-10.tgz |
Old sources: | tmvtnorm archive |
Reverse depends: | eiCompare, epistasis, fExpressCertificates, imputeLCMD, propagate, spatialprobit, spfrontier, uskewFactors, WACS |
Reverse imports: | ARCensReg, BayesianTools, bkmr, carx, CensSpatial, DPBBM, ei, hmi, inctools, netgwas, psychmeta |
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