Functions are provided for computing the density and the distribution function of ddimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via nonMonte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.
Package details 


Author  Adelchi Azzalini [aut, cre], Alan Genz [aut] (most Fortran code), Alan Miller [ctb] (Fortran routine PHI), Michael J. Wichura [ctb] (Fortran routine PHINV), G. W. Hill [ctb] (Fortran routine STDINV), Yihong Ge [ctb] (Fortran routines BNVU and MVBVU). 
Maintainer  Adelchi Azzalini <adelchi.azzalini@unipd.it> 
License  GPL2  GPL3 
Version  2.0.2 
URL  http://azzalini.stat.unipd.it/SW/Pkgmnormt/ 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.