Truncated Multivariate Normal and Student t Distribution

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Documentation for package ‘tmvtnorm’ version 1.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Code demos. Use demo() to run them.
• Package NEWS.

Help Pages

dtmvnorm	Truncated Multivariate Normal Density
dtmvnorm.marginal	One-dimensional marginal density functions from a Truncated Multivariate Normal distribution
dtmvnorm.marginal2	Bivariate marginal density functions from a Truncated Multivariate Normal distribution
dtmvt	Truncated Multivariate Student t Density
gmm.tmvnorm	GMM Estimation for the Truncated Multivariate Normal Distribution
mle.tmvnorm	Maximum Likelihood Estimation for the Truncated Multivariate Normal Distribution
moments	Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
mtmvnorm	Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
ptmvnorm	Truncated Multivariate Normal Distribution
ptmvnorm.marginal	One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution
ptmvt	Truncated Multivariate Student t Distribution
ptmvt.marginal	One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution
qtmvnorm.marginal	Quantiles of the Truncated Multivariate Normal Distribution in one dimension
rtmvnorm	Sampling Random Numbers From The Truncated Multivariate Normal Distribution
rtmvnorm.sparseMatrix	Sampling Random Numbers From The Truncated Multivariate Normal Distribution
rtmvnorm2	Sampling Random Numbers From The Truncated Multivariate Normal Distribution With Linear Constraints
rtmvt	Sampling Random Numbers From The Truncated Multivariate Student t Distribution