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 11 articles )
Showing results 1 to 11 of 11.
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