Truncated Multivariate Normal and Student t Distribution

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Documentation for package ‘tmvtnorm’ version 1.0-2

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dtmvnorm Truncated Multivariate Normal Density
dtmvnorm.marginal One-dimensional marginal density functions from a Truncated Multivariate Normal distribution
dtmvnorm.marginal2 Bivariate marginal density functions from a Truncated Multivariate Normal distribution
dtmvt Truncated Multivariate Student t Density
moments Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
mtmvnorm Computation of Mean Vector and Covariance Matrix For Truncated Multivariate Normal Distribution
ptmvnorm Truncated Multivariate Normal Distribution
ptmvnorm.marginal One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution
ptmvt Truncated Multivariate Student t Distribution
ptmvt.marginal One-dimensional marginal CDF function for a Truncated Multivariate Normal and Student t distribution
qtmvnorm.marginal Quantiles of the Truncated Multivariate Normal Distribution in one dimension
rtmvnorm Sampling Random Numbers From The Truncated Multivariate Normal Distribution
rtmvt Sampling Random Numbers From The Truncated Multivariate Student t Distribution