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tmvtnorm

swMATH ID: 8073
Software Authors: Stefan Wilhelm; Manjunath B G
Description: R package 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.
Homepage: http://cran.r-project.org/web/packages/tmvtnorm/index.html
Dependencies: R
Related Software: R; AS 249; mnormt; CRAN; PRMLT; sn; ADGofTest; tlrmvnmvt; Rugarch; mvtnorm; qrmtools; qrmdata; copula; qrng; MVT; QRM; nvmix; BOBYQA; NLopt; viridis
Referenced in: 24 Publications

Referencing Publications by Year