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'))

Peer review:

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.

8.52 score 6 stars 58 packages 326 scripts 4.9k downloads 4 mentions 16 exports 6 dependencies

Last updated 11 months agofrom:0d6b5050ee. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 01 2024
R-4.5-linux-x86_64NOTEOct 01 2024

Exports:dtmvnormdtmvnorm.marginaldtmvnorm.marginal2dtmvtgmm.tmvnormmle.tmvnormmtmvnormptmvnormptmvnorm.marginalptmvtptmvt.marginalqtmvnorm.marginalrtmvnormrtmvnorm.sparseMatrixrtmvnorm2rtmvt

Dependencies:gmmlatticeMatrixmvtnormsandwichzoo

A short description of the Gibbs Sampler

Rendered fromGibbsSampler.Rnwusingutils::Sweaveon Oct 01 2024.

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