Truncated Multivariate Normal and t Distribution Simulation

Simulation of random vectors from truncated multivariate normal and t distributions based on the algorithms proposed by Yifang Li and Sujit K. Ghosh (2015) .


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install.packages("tmvtnsim")

0.1.0 by Kaifeng Lu, 17 days ago


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


Authors: Kaifeng Lu


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests testthat, tmvmixnorm

Linking to Rcpp, RcppArmadillo


See at CRAN