TruncatedNormal: Truncated Multivariate Normal

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A collection of functions to deal with the truncated univariate and multivariate normal distributions.

Author
Zdravko I. Botev
Date of publication
2015-11-10 11:19:19
Maintainer
Zdravko Botev <botev@unsw.edu.au>
License
GPL-3
Version
1.0

View on CRAN

Man pages

lupus
Latent Membranous Lupus Nephritis Dataset
mvNcdf
truncated multivariate normal cumulative distribution
mvNqmc
truncated multivariate normal cumulative distribution...
mvrandn
truncated multivariate normal generator
norminvp
normal quantile function with precision
trandn
fast truncated normal generator
TruncatedNormal-package
Truncated Normal Distribution Toolbox

Files in this package

TruncatedNormal
TruncatedNormal/NAMESPACE
TruncatedNormal/data
TruncatedNormal/data/lupus.rda
TruncatedNormal/R
TruncatedNormal/R/gradpsi.R
TruncatedNormal/R/mvnpr.R
TruncatedNormal/R/mvNcdf.R
TruncatedNormal/R/ntail.R
TruncatedNormal/R/cholperm.R
TruncatedNormal/R/mvnrnd.R
TruncatedNormal/R/lnNpr.R
TruncatedNormal/R/qfun.R
TruncatedNormal/R/cases.R
TruncatedNormal/R/norminvp.R
TruncatedNormal/R/psy.R
TruncatedNormal/R/tn.R
TruncatedNormal/R/TruncatedNormal-internal.R
TruncatedNormal/R/mvnprqmc.R
TruncatedNormal/R/trandn.R
TruncatedNormal/R/nleq.R
TruncatedNormal/R/newton.R
TruncatedNormal/R/Phinv.R
TruncatedNormal/R/trnd.R
TruncatedNormal/R/normq.R
TruncatedNormal/R/mvNqmc.R
TruncatedNormal/R/mvrandn.R
TruncatedNormal/MD5
TruncatedNormal/DESCRIPTION
TruncatedNormal/man
TruncatedNormal/man/mvNqmc.Rd
TruncatedNormal/man/norminvp.Rd
TruncatedNormal/man/mvrandn.Rd
TruncatedNormal/man/lupus.Rd
TruncatedNormal/man/trandn.Rd
TruncatedNormal/man/mvNcdf.Rd
TruncatedNormal/man/TruncatedNormal-package.Rd