The Multivariate Normal and t Distributions, and Their Truncated Versions
Overview
Functions are provided for computing the density and the distribution function of multi-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.
- Some declarations of variables, notably
DOUBLE PRECISION TVTMFNintvpack.f, have been inserted in Fortran source files, as pointed out by the CRAN group. - Fixing some syntax glitches in the Rd documentation files, pointed out by the CRAN group.
From inst/NEWS.Rd in the release
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Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- WARNING12 OK, 1 WARNING2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 11includes a package overview page
- Examples that run
- 100%10 run in a plain check
- Exported functions with examples
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- Documented parameters
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- Return-value docs
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- Help pages citing references
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Package metadata
- First published
- 2006-01-25
- Total releases
- 29 / 20 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 63 KB
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