Package: TruncatedNormal 2.3

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

On CRAN:

gaussianstudent-distributionstruncated

26 exports 8 stars 3.32 score 7 dependencies 15 dependents 87 scripts 2.5k downloads

Last updated 2 months agofrom:dcb3ead2c2. Checks:OK: 9. Indexed: yes.

Exports:.cholpermGB.cholpermGGE.dmvnorm_arma.dmvt_armacholpermdtmvnormdtmvtlnNprmvNcdfmvNqmcmvrandnmvrandtmvTcdfmvTqmcnorminvpPhinvpmvnormpmvtptmvnormptmvtqtnormrtmvnormrtmvtrtnormtrandntregress

Dependencies:alabamanleqslvnumDerivqrngRcppRcppArmadillospacefillr