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) .


Reference manual

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2.0 by Leo Belzile, 2 months ago

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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, mev.

Suggested by anMC.

See at CRAN