tmvtnsim: Truncated Multivariate Normal and t Distribution Simulation

Simulation of random vectors from truncated multivariate normal and t distributions based on the algorithms proposed by Yifang Li and Sujit K. Ghosh (2015) <doi:10.1080/15598608.2014.996690>.

Package details

AuthorKaifeng Lu
MaintainerKaifeng Lu <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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tmvtnsim documentation built on Oct. 10, 2022, 1:06 a.m.