suchitm/tmvn: Generate random samples from truncated univariate and multivariate normal distributions and truncated Student-t distributions.

This package contains functions to generate random samples from truncated univariate and multivariate normal distributions subject to linear inequality constraints. Random generation from the truncated multivariate Student-t distribution is also available. Please refer to Li & Ghosh (2015) for details.

Getting started

Package details

Maintainer
LicenseGPL (>=2)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("suchitm/tmvn")
suchitm/tmvn documentation built on Jan. 28, 2018, 7:09 a.m.