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tmvtnorm

1.7Package record

Truncated Multivariate Normal and Student t Distribution

38packages dependsuggested by 3
111.2Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 3.5 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.7
READMEYes · 72 wordsVignettesYes · 1 · staticNEWSYes · 100% structuredCitation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION
Help pages
14
Examples that run
79%11 run in a plain check · 3 never run
Exported functions with examples
100%
Documented parameters
65%
Return-value docs
57%
Help pages citing references
71%

Also includes 2 demo scripts (run with demo())

Downloads

111.2K
CRAN downloads in the past year
Rank #1,293 · ~305/day · ~9.3K/mo
Daily download trend is not available in this view yet.
7.8K30 days
23K90 days
111.2K1 year
Compare downloads with other packages →
Also on1.1K r2u6 autocran8.5K conda_forge173 c2d4u

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing tmvtnorm adds 4 packages (3 with compiled code, 4.0 MB of source tarballs). Heaviest: sandwich 1.4 MB, mvtnorm 1.0 MB, gmm 919 KB.

Depends (6)
R >= 1.9.0mvtnormutilsMatrixstats4gmm
Imports (2)
statsmethods
LinkingTo (0)
none
Suggests (2)
latticergl
Enhances (0)
none

People & History

People (2)
Author, Maintainer since 0.4-2 (2009)
Author · added in 0.9-2
Releases (21)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.7Latest
    record
    2025-09-01 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.6
    record
    2023-12-05 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.5
    record
    2022-03-22 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 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
  • R
    R 3.3.0 released · 2016-05-03
  • 1.4-10
    record
    2015-08-28 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
Show 27 earlier eventsHide 27 earlier events
  • R
    R 3.1.0 released · 2014-04-10
  • 1.4-9
    record
    2014-03-04 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 1.4-8
    record
    2013-03-30 · diff ↗
  • 1.4-7
    record
    2012-12-17 · diff ↗ ·
    added 1 export
    rtmvnorm2
  • 1.4-6
    record
    2012-04-09 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 1.4-4
    record
    2012-01-11 · diff ↗
  • 1.4-3
    record
    2012-01-05 · diff ↗
  • 1.4-1
    record
    2011-12-27 · diff ↗ ·
    added 2 exports
    rtmvnorm.sparseMatrix, gmm.tmvnorm
  • 1.3-1
    record
    2011-12-02 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • 1.2-3
    record
    2011-06-04 · diff ↗ ·
    added 2 exports
    mle.tmvnorm, gmm.tmvnorm
  • R
    R 2.13.0 released · 2011-04-13
  • 1.1-5
    record
    2010-11-22 · diff ↗ ·
    removed 1 export
    gmm.tmvnorm
  • R
    R 2.12.0 released · 2010-10-15
  • R
    R 2.11.0 released · 2010-04-22
  • 1.0-2
    record
    2010-03-05 · diff ↗
  • 1.0-1
    record
    2010-03-04 · diff ↗ ·
    added 4 exports
    dtmvt, rtmvt, ptmvt, ptmvt.marginal
  • 0.9-2
    record
    2010-01-04 · diff ↗
  • R
    R 2.10.0 released · 2009-10-26
  • 0.8-3
    record
    2009-10-07 · diff ↗ ·
    added 1 export
    ptmvnorm.marginal
  • 0.7-2
    record
    2009-08-26 · diff ↗ ·
    added 2 exports
    dtmvnorm.marginal2, mtmvnorm
  • 0.5-1
    record
    2009-05-04 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • 0.4-2
    record
    2009-03-29
  • R
    R 2.8.0 released · 2008-10-20

Package metadata

First published
2009-03-29
Total releases
21 / 17 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 1.9.0
Download size
196 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tmvtnorm")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

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 tmvtnorm version 1.7 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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