Random number generation for the truncated multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated multinormal case.
copied from cf-post-staging / r-tmvtnorm| Label | Latest Version |
|---|---|
| main | 1.7 |
| cf201901 | 1.4_10 |
| cf202003 | 1.4_10 |
| gcc7 | 1.4_10 |
