Conditional Multivariate Normal Distribution

Computes conditional multivariate normal probabilities, random deviates and densities.


o Version 2015.02-1. First version of "condMVNorm" released on Feb 10, 2015.

Reference manual

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2015.2-1 by Ravi Varadhan, 5 years ago

Browse source code at

Authors: Ravi Varadhan [aut, cre]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 license

Imports stats

Depends on mvtnorm

Suggested by sensitivity.

See at CRAN