TruncatedNormal: Truncated Multivariate Normal and Student Distributions

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Version: 2.3
Depends: R (≥ 2.10)
Imports: nleqslv, qrng, spacefillr, alabama, Rcpp (≥ 0.12.16)
LinkingTo: Rcpp, RcppArmadillo
Published: 2024年07月08日
Author: Zdravko Botev ORCID iD [aut], Leo Belzile ORCID iD [aut, cre]
Maintainer: Leo Belzile <belzilel at gmail.com>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
In views: Distributions

Documentation:

Vignettes: TruncatedNormal (source, R code)

Downloads:

Windows binaries: r-devel: TruncatedNormal_2.3.zip, r-release: TruncatedNormal_2.3.zip, r-oldrel: TruncatedNormal_2.3.zip
macOS binaries: r-release (arm64): TruncatedNormal_2.3.tgz, r-oldrel (arm64): TruncatedNormal_2.3.tgz, r-release (x86_64): TruncatedNormal_2.3.tgz, r-oldrel (x86_64): TruncatedNormal_2.3.tgz

Reverse dependencies:

Reverse suggests: anMC, mev

Linking:

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