Computes truncated multivariate normal probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Random number generation. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated case.
| Version: | 0.8-3 |
| Depends: | R (≥ 1.9.0), mvtnorm, utils |
| Imports: | stats, graphics |
| Published: | 2009-10-07 |
| Author: | Stefan Wilhelm |
| Maintainer: | Stefan Wilhelm <wilhelm at financial.com> |
| License: | GPL (≥ 2) |
| URL: | http://www.r-project.org |
| In views: | Distributions |
| CRAN checks: | tmvtnorm results |
| Package source: | tmvtnorm_0.8-3.tar.gz |
| MacOS X binary: | tmvtnorm_0.8-3.tgz |
| Windows binary: | tmvtnorm_0.8-3.zip |
| Reference manual: | tmvtnorm.pdf |
| Old sources: | tmvtnorm archive |