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TruncatedNormal

2.3Package record

Truncated Multivariate Normal and Student Distributions

16packages dependsuggested by 5
71.1Kdownloads / year
63.9%test coverage
11/13flavors OK

Overview

About

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.

Changes in 2.3

Bug fixes

  • rtnorm now checks arguments length and throw an error rather than try to recycle mean and standard deviation vectors (issue #6).
  • rtnorm recycles arguments when ltrunc or rtrunc are length 1.
  • *tmvt and *tmvnorm now check that the scale matrix sigma is symmetric, positive-definite and non-degenerate (issue #8) by default.
  • rmvnorm returns a vector rather than an 1 by n matrix for the unidimensional setting.
  • Degrees of freedom larger than 350 are not treated as infinite, as the code suffers from overflow and returns missing values otherwise.

Changes

  • The package uses tinytest rather than testthat for unit tests.
  • Since scrambling is disabled in randtoolbox (throwing warning messages), the package now relies on the qrng package and the Owen scrambling method from spacefillr package for quasi Monte Carlo.
  • Added alias in package documentation, as requested by Kurt Hornik.

From NEWS.md in the release

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage:
  ‘tmvnorm.Rd’ ‘tmvt.Rd’ ‘tnorm.Rd’
\arguments should not be documented without \usage.

CRAN check page ↗

Slowest check: 6.6 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTE2026-09-08
  • ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
  • NOTE12 OK, 1 NOTE2026-07-11
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
Show 1 earlier changeHide 1 earlier change
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.3
READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 2.3Citation fileNo
Help pages
32 (22 internal)includes a package overview page
Examples that run
93%13 run in a plain check · 1 never run
Exported functions with examples
42%
Documented parameters
80%
Return-value docs
62%
Help pages citing references
56%
Vignettes (1)

Downloads

71.1K
CRAN downloads in the past year
Rank #1,328 · ~195/day · ~5.9K/mo
Daily download trend is not available in this view yet.
8.1K30 days
21.8K90 days
71.1K1 year
Compare downloads with other packages →
Also on1.2K r2u4 autocran79 c2d4u

Repository

11Stars
4Forks
5Open issues
2Open PRs
4Releases
95Commits
4Commit identities
truncatedgaussianstudent-distributions
95 commits · Last activity 2026-09-07 · 0% stars, 30d · Default branch at 2.3.0002, ahead of CRAN 2.3 (checked 2026-10-25)
Responsiveness
How these are sampled
PRs merged (all time)
67%
Median days to close, 50 most recently updated closed issues
2
Median days to close, 50 most recently updated closed PRs
14

Stars over time

2025-07-12 · 92026-07-28 · 11
PracticesBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/lbelzile/truncatednormal on 2026-10-25.

Docs source (2)
pkgdown

GitHub Pages site last deployed 2026-09-07

CRAN release process (1)
CRAN-SUBMISSION
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)

Installing TruncatedNormal adds 7 packages (5 with compiled code, 6.4 MB of source tarballs). Heaviest: spacefillr 3.1 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (1)
R >= 2.10
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
16direct
4indirect
Imports 16
Suggested by 5
Show all 21 packagesHide all 21 packages
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (2)
Author, Maintainer since 2.0 (2019) · added in 2.0
Author · added in 2.0

Previously maintained by Zdravko Botev (1.0).

Listed in earlier versions (1)
Zdravko I. Botev
no longer listed · 1.0
Releases (7)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 2.3Latest
    record
    2024-07-08 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 2.2.2
    record
    2021-09-08 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 2.2
    record
    2020-05-17 · diff ↗
  • 2.1.2
    record
    2020-05-02 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 2.1
    record
    2019-08-31 · diff ↗
  • 2.0
    record
    2019-06-10 · diff ↗ ·
    removed 1 export
    pattern:^[[:alpha:]]+
    added 26 exports
    .cholpermGB, .cholpermGGE, .dmvnorm_arma, .dmvt_arma, Phinv, cholperm, dtmvnorm, dtmvt, lnNpr, mvNcdf, mvNqmc, mvTcdf, mvTqmc, mvrandn, mvrandt, norminvp, pmvnorm, pmvt, ptmvnorm, ptmvt, qtnorm, rtmvnorm, rtmvt, rtnorm, trandn, tregress
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
Show 3 earlier eventsHide 3 earlier events
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0
    record
    2015-11-10
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-11-10
Total releases
7 / 11 yrs
License
GPL-3 OSI
Minimum R
≥ 2.10
Bundled data
5.9 KB / 2 files
Download size
131 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("TruncatedNormal")
Belzile, L., & Botev, Z. (2024). TruncatedNormal: Truncated Multivariate Normal and Student Distributions (Version 2.3) [Computer software]. https://doi.org/10.32614/CRAN.package.TruncatedNormal

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for TruncatedNormal version 2.3 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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