Package: TruncatedNormal 2.3.0001

TruncatedNormal: Truncated Multivariate Normal and Student Distributions

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>.

Authors:Zdravko Botev [aut], Leo Belzile [aut, cre]

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NEWS

# Install 'TruncatedNormal' in R:
install.packages('TruncatedNormal', repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/lbelzile/truncatednormal/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • lupus - Latent membranous Lupus Nephritis dataset
  • mroz - Women wage dataset from Mroz

On CRAN:

Conda:

gaussianstudent-distributionstruncatedopenblascppopenmp

8.08 score 8 stars 18 packages 116 scripts 2.4k downloads 26 exports 7 dependencies

Last updated 1 months agofrom:cd5046b488. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-win-x86_64OKMar 25 2025
R-4.5-mac-x86_64OKMar 25 2025
R-4.5-mac-aarch64OKMar 25 2025
R-4.5-linux-x86_64OKMar 25 2025
R-4.4-win-x86_64OKMar 25 2025
R-4.4-mac-x86_64OKMar 25 2025
R-4.4-mac-aarch64OKMar 25 2025
R-4.4-linux-x86_64OKMar 25 2025
R-4.3-win-x86_64OKMar 25 2025
R-4.3-mac-x86_64OKMar 25 2025
R-4.3-mac-aarch64OKMar 25 2025

Exports:.cholpermGB.cholpermGGE.dmvnorm_arma.dmvt_armacholpermdtmvnormdtmvtlnNprmvNcdfmvNqmcmvrandnmvrandtmvTcdfmvTqmcnorminvpPhinvpmvnormpmvtptmvnormptmvtqtnormrtmvnormrtmvtrtnormtrandntregress

Dependencies:alabamanleqslvnumDerivqrngRcppRcppArmadillospacefillr

TruncatedNormal package

Rendered fromTruncatedNormal_vignette.Rmdusingknitr::rmarkdownon Mar 25 2025.

Last update: 2020-05-15
Started: 2019-06-06