tmvtnorm: Truncated Multivariate Normal and Student t Distribution

Random number generation for the truncated multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated multinormal case.

AuthorStefan Wilhelm <wilhelm@financial.com> with contributions from Manjunath B G <bgmanjunath@gmail.com>
Date of publication2015-08-28 01:06:55
MaintainerStefan Wilhelm <wilhelm@financial.com>
LicenseGPL (>= 2)
Version1.4-10
http://www.r-project.org

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Files in this package

tmvtnorm
tmvtnorm/inst
tmvtnorm/inst/CITATION
tmvtnorm/inst/doc
tmvtnorm/inst/doc/GibbsSampler.pdf
tmvtnorm/inst/doc/GibbsSampler.Rnw
tmvtnorm/src
tmvtnorm/src/Fortran2CWrapper.c
tmvtnorm/src/Makevars
tmvtnorm/src/linked_list.f90
tmvtnorm/src/rtmvnormgibbs.f90
tmvtnorm/NAMESPACE
tmvtnorm/demo
tmvtnorm/demo/demo1.R
tmvtnorm/demo/demo2.R
tmvtnorm/demo/00Index
tmvtnorm/NEWS
tmvtnorm/R
tmvtnorm/R/dtmvnorm-marginal.R
tmvtnorm/R/ptmvt.R
tmvtnorm/R/rtmvnorm.R
tmvtnorm/R/mtmvnorm.R
tmvtnorm/R/dtmvnorm.R
tmvtnorm/R/rtmvnorm2.R
tmvtnorm/R/bivariate-marginal-density.R
tmvtnorm/R/ptmvt-marginal.R
tmvtnorm/R/qtmvnorm-marginal.R
tmvtnorm/R/tmvnorm-estimation-GMM.R
tmvtnorm/R/rtmvt.R
tmvtnorm/R/checkTmvArgs.R
tmvtnorm/R/tmvnorm-estimation.R
tmvtnorm/R/dtmvt.R
tmvtnorm/R/ptmvnorm-marginal.R
tmvtnorm/R/ptmvnorm.R
tmvtnorm/vignettes
tmvtnorm/vignettes/tmvtnorm.bib
tmvtnorm/vignettes/GibbsSampler.Rnw
tmvtnorm/MD5
tmvtnorm/build
tmvtnorm/build/vignette.rds
tmvtnorm/DESCRIPTION
tmvtnorm/man
tmvtnorm/man/rtmvnorm.Rd tmvtnorm/man/gmm.tmvnorm.Rd tmvtnorm/man/tmvnorm.Rd tmvtnorm/man/ptmvnorm.Rd tmvtnorm/man/dtmvt.Rd tmvtnorm/man/ptmvt.Rd tmvtnorm/man/mle.tmvnorm.Rd tmvtnorm/man/dtmvnorm.marginal2.Rd tmvtnorm/man/qtmvnorm-marginal.Rd tmvtnorm/man/mtmvnorm.Rd tmvtnorm/man/ptmvnorm.marginal.Rd tmvtnorm/man/rtmvnorm2.Rd tmvtnorm/man/rtmvt.Rd tmvtnorm/man/dmvnorm.marginal.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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