This package is considered a duplicate. The official version of this package is found at:https://stefanwilhelm.r-universe.dev/tmvtnorm

Package: tmvtnorm 1.6

Stefan Wilhelm

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.

Authors:Stefan Wilhelm [aut, cre], Manjunath B G [aut]

tmvtnorm_1.6.tar.gz
tmvtnorm_1.6.tar.gz(r-4.5-noble)tmvtnorm_1.6.tar.gz(r-4.4-noble)
tmvtnorm.pdf |tmvtnorm.html✨
tmvtnorm/json (API)
NEWS

# Install 'tmvtnorm' in R:

install.packages('tmvtnorm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
fortran– Runtime library for GNU Fortran applications

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

8.55 score 6 stars 57 packages 342 scripts 5.1k downloads 4 mentions 16 exports 6 dependencies

Last updated 12 months agofrom:0d6b5050ee. Checks:OK: 1 NOTE: 1. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Oct 31 2024
R-4.5-linux-x86_64	NOTE	Oct 31 2024

Exports:dtmvnorm dtmvnorm.marginal dtmvnorm.marginal2 dtmvt gmm.tmvnorm mle.tmvnorm mtmvnorm ptmvnorm ptmvnorm.marginal ptmvt ptmvt.marginal qtmvnorm.marginal rtmvnorm rtmvnorm.sparseMatrix rtmvnorm2 rtmvt

Dependencies:gmm lattice Matrix mvtnorm sandwich zoo

A short description of the Gibbs Sampler

Rendered fromGibbsSampler.Rnwusingutils::Sweaveon Oct 31 2024.

Last update: 2022-03-22
Started: 2014-02-26

Citation

Readme and manuals

Help Manual

Help page	Topics
One-dimensional marginal density functions from a Truncated Multivariate Normal distribution	dtmvnorm.marginal
Bivariate marginal density functions from a Truncated Multivariate Normal distribution	dtmvnorm.marginal2
Truncated Multivariate Student t Density	dtmvt
GMM Estimation for the Truncated Multivariate Normal Distribution	gmm.tmvnorm
Maximum Likelihood Estimation for the Truncated Multivariate Normal Distribution	mle.tmvnorm
Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution	moments mtmvnorm
Truncated Multivariate Normal Distribution	ptmvnorm
Truncated Multivariate Student t Distribution	ptmvt
One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution	ptmvnorm.marginal ptmvt.marginal
Quantiles of the Truncated Multivariate Normal Distribution in one dimension	qtmvnorm.marginal
Sampling Random Numbers From The Truncated Multivariate Normal Distribution	rtmvnorm rtmvnorm.sparseMatrix
Sampling Random Numbers From The Truncated Multivariate Normal Distribution With Linear Constraints	rtmvnorm2
Sampling Random Numbers From The Truncated Multivariate Student t Distribution	rtmvt
Truncated Multivariate Normal Density	dtmvnorm