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.

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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: tmvtnorm_1.4-10.tgz, r-oldrel: tmvtnorm_1.4-10.tgz
Old sources: tmvtnorm archive

Reverse dependencies:

Reverse depends: eiCompare, fExpressCertificates, imputeLCMD, propagate, spatialprobit, spfrontier, uskewFactors, WACS
Reverse imports: ARCensReg, BANFF, carx, CensSpatial, clustMD, DPBBM, ei


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