tmvtnorm: 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.
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References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
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- Emery, Xavier; Arroyo, Daisy; Peláez, María: Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (2014)
- Zhang, Zhiyong; Wang, Lijuan: Methods for mediation analysis with missing data (2013)
- Manjunath, B.G.; Frick, Melanie; Reiss, Rolf-Dieter: Some notes on extremal discriminant analysis (2012)
- Griffiths, William: A Gibbs’ sampler for the parameters of a truncated multivariate normal distribution (2004)