Truncated Multivariate Normal and Student t Distribution
Overview
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
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- 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
Dependencies
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.
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Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- 1.7Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.62023-12-05 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.52022-03-22 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.4-102015-08-28 · diff ↗
- RR 3.2.0 released · 2015-04-16
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- RR 3.1.0 released · 2014-04-10
- 1.4-92014-03-04 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.4-82013-03-30 · diff ↗
- 1.4-7
- 1.4-62012-04-09 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.4-42012-01-11 · diff ↗
- 1.4-32012-01-05 · diff ↗
- 1.4-1
- 1.3-12011-12-02 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.2-3
- RR 2.13.0 released · 2011-04-13
- 1.1-5
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 1.0-22010-03-05 · diff ↗
- 1.0-1
- 0.9-22010-01-04 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 0.8-3
- 0.7-2
- 0.5-12009-05-04 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 0.4-22009-03-29
- RR 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
Cite
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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.
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