condTruncMVN: Conditional Truncated Multivariate Normal Distribution

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.

Package details

AuthorPaul M. Hargarten [aut, cre]
MaintainerPaul M. Hargarten <>
Package repositoryView on CRAN
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condTruncMVN documentation built on Sept. 17, 2020, 5:06 p.m.