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tmvtnorm

Truncated Multivariate Normal and Student t Distribution

v1.7 · Sep 1, 2025 · GPL (>= 2)
CRAN GitHub Mirror

Description

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.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (39)

depends

IRTM dfrr imputeLCMD multiocc spatialprobit uskewFactors

imports

ARCensReg BANAM BayesianLaterality BayesianTools CensSpatial DTFM ExtremeRisks GPCsign Karen LTFGRS LTFHPlus SMNlmec SimKid StempCens TestDimorph WACS bayesammi bkmr cobenrich condTruncMVN covsim ei extraSuperpower genscore heteromixgm idefix inctools mixchar restriktor sfa

suggests

BDgraph MomTrunc trunmnt

Dependency Network

Dependencies Reverse dependencies mvtnorm Matrix stats4 gmm IRTM dfrr imputeLCMD multiocc spatialprobit uskewFactors ARCensReg BANAM BayesianLaterality BayesianTools CensSpatial DTFM ExtremeRisks GPCsign Karen +24 more reverse deps tmvtnorm

Version History

new 1.7 Mar 10, 2026
updated 1.7 ← 1.6 diff Aug 31, 2025
updated 1.6 ← 1.5 diff Dec 4, 2023
updated 1.5 ← 1.4-10 diff Mar 21, 2022
updated 1.4-10 ← 1.4-9 diff Aug 27, 2015
updated 1.4-9 ← 1.4-8 diff Mar 3, 2014
updated 1.4-8 ← 1.4-7 diff Mar 29, 2013
updated 1.4-7 ← 1.4-6 diff Dec 16, 2012
updated 1.4-6 ← 1.4-4 diff Apr 8, 2012
updated 1.4-4 ← 1.4-3 diff Jan 10, 2012
updated 1.4-3 ← 1.4-1 diff Jan 4, 2012
updated 1.4-1 ← 1.3-1 diff Dec 26, 2011
updated 1.3-1 ← 1.2-3 diff Dec 1, 2011
updated 1.2-3 ← 1.1-5 diff Jun 3, 2011
updated 1.1-5 ← 1.0-2 diff Nov 21, 2010
updated 1.0-2 ← 1.0-1 diff Mar 4, 2010
updated 1.0-1 ← 0.9-2 diff Mar 3, 2010
updated 0.9-2 ← 0.8-3 diff Jan 3, 2010
updated 0.8-3 ← 0.7-2 diff Oct 6, 2009
updated 0.7-2 ← 0.5-1 diff Aug 25, 2009