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.

install.packages("remotes")
remotes::install_github("suchitm/tmvn")