get_trunc_2dmoments: Compute multivariate truncated normal mean and cov

View source: R/truncated_normal.R

get_trunc_2dmomentsR Documentation

Compute multivariate truncated normal mean and cov

Description

compute multivariate truncated normal mean and cov by sampling

Usage

get_trunc_2dmoments(mean, cov, lower, upper, n_sample = 5000)

Arguments

mean

Normal mean vector

cov

Normal covariance matrix

lower

Lower boundary of truncated intervals

upper

Upper boundary of truncated intervals

n_sample

Number of samples to use for sampling methods

Value

A list containing

mean

Mean vector

cov

Covariance matrix


udellgroup/mixedgcImp documentation built on Jan. 25, 2023, 7:55 p.m.