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) .


Reference manual

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0.1.0 by Kaifeng Lu, 17 days ago

Browse source code at

Authors: Kaifeng Lu

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Suggests testthat, tmvmixnorm

Linking to Rcpp, RcppArmadillo

See at CRAN