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 10 articles )
Showing results 1 to 10 of 10.
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- Griffiths, William: A Gibbs’ sampler for the parameters of a truncated multivariate normal distribution (2004)