R Observatory: Metrics for tmvmixnorm version 1.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tmvmixnorm

1.2.0

Sampling from Truncated Multivariate Normal and t Distributions

3packages depend

3.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Ting Fung MaFirst published 2018-07-185 releasesCRAN page ↗

Efficient sampling of truncated multivariate (scale) mixtures of normals under linear inequality constraints is nontrivial due to the analytically intractable normalizing constant. Meanwhile, traditional methods may subject to numerical issues, especially when the dimension is high and dependence is strong. Algorithms proposed by Li and Ghosh (2015) <doi: 10.1080/15598608.2014.996690> are adopted for overcoming difficulties in simulating truncated distributions. Efficient rejection sampling for simulating truncated univariate normal distribution is included in the package, which shows superiority in terms of acceptance rate and numerical stability compared to existing methods and R packages. An efficient function for sampling from truncated multivariate normal distribution subject to convex polytope restriction regions based on Gibbs sampler for conditional truncated univariate distribution is provided. By extending the sampling method, a function for sampling truncated multivariate Student's t distribution is also developed. Moreover, the proposed method and computation remain valid for high dimensional and strong dependence scenarios. Empirical results in Li and Ghosh (2015) <doi: 10.1080/15598608.2014.996690> illustrated the superior performance in terms of various criteria (e.g. mixing and integrated auto-correlation time).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tmvmixnorm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tmvmixnorm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tmvmixnorm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tmvmixnorm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 55 s · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

2

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 99%
Return-value docs: 67%
References docs: 0%

Downloads

3.7K

CRAN downloads in the past year

Rank #7,050 · ~10/day · ~309/mo

Releases R versions

Daily download trend is not available in this view yet.

29030 days

1.2K90 days

3.7K1 year

Compare downloads with other packages →

Also on142 r2u19 autocran27 c2d4u

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.2.0

Imports (2)

statsMASS

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

clordr condTruncMVN tmvtnsim

Code & Tests

People & History

People (3)

Maintainer (1)

Ting Fung Ma

Maintainer, Author · added in 1.2.0

Authors (3)

Ting Fung Ma

Maintainer, Author · added in 1.2.0

Sujit K. Ghosh

Author

Yifang Li

Author

Listed in earlier versions (1)

Ting Fung (Ralph) Ma

no longer listed · 1.0.1 to 1.1.1

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

1.2.0Latest
2026-05-11 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
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
R
R 4.1.0 released · 2021-05-18
1.1.1
2020-09-18 · diff ↗
1.1.0
2020-05-19 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
1.0.2
2018-07-19 · diff ↗
1.0.1
2018-07-18
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-07-18
Total releases: 5 / 8 yrs
License: GPL-2 OSI
Minimum R: ≥ 3.2.0
Download size: 8.8 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tmvmixnorm")

Format

Ma, T. F., Ghosh, S. K., & Li, Y. (2026). tmvmixnorm: Sampling from Truncated Multivariate Normal and t Distributions (Version 1.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.tmvmixnorm

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tmvmixnorm version 1.2.0 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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