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dtmvnorm

Density function for the truncated multivariate normal distribution

Description

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

Usage

dtmvnorm(x, mu, sigma, lb, ub, log = FALSE, type = c("mc", "qmc"), B = 10000)

See Also

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

v2.2
GPL-3
Authors
Zdravko Botev [aut] (<https://orcid.org/0000-0001-9054-3452>), Leo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>)
Initial release
2020-05-16

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