Truncated Multivariate Normal and Student Distributions

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) and Botev and L'Ecuyer (2015) .


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Reference manual

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install.packages("TruncatedNormal")

2.0 by Leo Belzile, 5 days ago


Report a bug at https://github.com/lbelzile/TruncatedNormal/issues


Browse source code at https://github.com/cran/TruncatedNormal


Authors: Zdravko Botev [aut] , Leo Belzile [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports nleqslv, qrng, Rcpp

Suggests knitr, rmarkdown, mvtnorm

Linking to Rcpp, RcppArmadillo


Imported by lineqGPR.

Suggested by anMC.


See at CRAN