condTruncMVN: Conditional Truncated Multivariate Normal Distribution

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.

Version: 0.0.2
Depends: R (≥ 3.5.0)
Imports: condMVNorm (≥ 2020.1), matrixNormal (≥ 0.0.1), tmvmixnorm (≥ 1.0.2), tmvtnorm (≥ 1.4-10), truncnorm (≥ 1.0-8)
Suggests: formatR, knitr, rmarkdown, roxygen2, sessioninfo, spelling, testthat
Published: 2020-09-17
Author: Paul M. Hargarten [aut, cre]
Maintainer: Paul M. Hargarten <hargartenp at>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: NEWS
In views: Distributions
CRAN checks: condTruncMVN results


Reference manual: condTruncMVN.pdf
Vignettes: condTruncMVN: Conditional Truncated Multivariate Normal Distribution


Package source: condTruncMVN_0.0.2.tar.gz
Windows binaries: r-prerel:, r-release:, r-oldrel:
macOS binaries: r-prerel (arm64): condTruncMVN_0.0.2.tgz, r-release (arm64): condTruncMVN_0.0.2.tgz, r-oldrel (arm64): condTruncMVN_0.0.2.tgz, r-prerel (x86_64): condTruncMVN_0.0.2.tgz, r-release (x86_64): condTruncMVN_0.0.2.tgz


Please use the canonical form to link to this page.