rcrmtvnorm: Generate truncated multivariate normal draws

In hettx: Fisherian and Neymanian Methods for Detecting and Measuring Treatment Effect Variation

Generate truncated multivariate normal draws

Description

Draws from a multivariate normal distribution, rejecting any samples outside the confidence region defined by alpha.

Usage

rcrmtvnorm(n, mu, sigma, alpha)

Arguments

n	Number of draws to generate.
mu	Mean vector.
sigma	Covariance matrix.
alpha	Tail probability to exclude (defines the chi-squared confidence region).

Value

An n x K matrix of draws from the truncated distribution.

hettx documentation built on Feb. 24, 2026, 5:08 p.m.