tmvtnorm

1.7

Truncated Multivariate Normal and Student t Distribution

41packages depend

121.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Stefan WilhelmFirst published 2009-03-2921 releasesCRAN page ↗

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

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

install.packages("tmvtnorm", 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-tmvtnorm

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-tmvtnorm

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-tmvtnorm

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

Health

CRAN checks

13OK

Slowest check: 3.3 min · r-oldrel-macos-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

Yes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

121.6K

CRAN downloads in the past year

Rank #1,300 · ~333/day · ~10.1K/mo

tmvtnorm Releases R versions

Daily download trend is not available in this view yet.

7.5K30 days

27.8K90 days

121.6K1 year

Compare downloads with other packages →

Also on885 r2u17 autocran8.2K conda_forge161 c2d4u

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (6)

R >= 1.9.0mvtnormutilsMatrixstats4gmm

Imports (2)

statsmethods

LinkingTo (0)

none

Suggests (2)

latticergl

Enhances (0)

none

Dependency license breakdown →

Code & Tests

Code Composition

R 2,872 (57%)Rd 1,644 (33%)Vignettes 203 (4%)Other 176 (4%)Fortran 60 (1%)C 40 (1%)

Code characteristics

Cyclomatic complexity: 9.0 median / 22 max
Documented parameters: 65%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

48 16 exported

Complexity

9.6 avg / 22 max

Call network

48 nodes / 56 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Stefan Wilhelm

Author, Maintainer

Authors (2)

Stefan Wilhelm

Author, Maintainer

Manjunath B G

Author

Release timeline

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

R
R 4.6.0 released · 2026-04-24
1.7Latest
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
2023-12-05 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.5
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
2015-08-28 · diff ↗
R
R 3.2.0 released · 2015-04-16

Show 27 earlier events

R
R 3.1.0 released · 2014-04-10
1.4-9
2014-03-04 · diff ↗
R
R 3.0.0 released · 2013-04-03
1.4-8
2013-03-30 · diff ↗
1.4-7
2012-12-17 · diff ↗
1.4-6
2012-04-09 · diff ↗
R
R 2.15.0 released · 2012-03-30
1.4-4
2012-01-11 · diff ↗
1.4-3
2012-01-05 · diff ↗
1.4-1
2011-12-27 · diff ↗
1.3-1
2011-12-02 · diff ↗
R
R 2.14.0 released · 2011-10-31
1.2-3
2011-06-04 · diff ↗
R
R 2.13.0 released · 2011-04-13
1.1-5
2010-11-22 · diff ↗
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
1.0-2
2010-03-05 · diff ↗
1.0-1
2010-03-04 · diff ↗
0.9-2
2010-01-04 · diff ↗
R
R 2.10.0 released · 2009-10-26
0.8-3
2009-10-07 · diff ↗
0.7-2
2009-08-26 · diff ↗
0.5-1
2009-05-04 · diff ↗
R
R 2.9.0 released · 2009-04-17
0.4-2
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
Installed size: not tracked yet
With dependencies: not tracked yet