dtmvnorm: Density function for the truncated multivariate normal...

In TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Density function for the truncated multivariate normal distribution

Description

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

Usage

dtmvnorm(
  x,
  mu,
  sigma,
  lb,
  ub,
  log = FALSE,
  type = c("mc", "qmc"),
  B = 10000,
  check = TRUE,
  ...
)

See Also

tmvnorm

TruncatedNormal documentation built on Sept. 11, 2024, 8:04 p.m.