A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Truncated Multivariate Normal and Student Distributions

package-ubuntu-20.04-r-4.0.5#cran#TruncatedNormal-2.2

<p>This function returns a matrix of draws from a multivariate normal distribution truncated on the interval [<code>lb</code>, <code>ub</code>].
</p>

<p><code><a href="tmvnorm.html">tmvnorm</a></code>
</p>

package-ubuntu-20.04-r-4.0.5#cran#TruncatedNormal-2.2#docs#rtmvnorm

rtmvnorm

Description

Usage

See Also

TruncatedNormal

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