condTruncMVN

Conditional Truncated Multivariate Normal Distribution

CRAN Package

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.

  • Version0.0.2
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Languageen-US
  • Last release09/17/2020

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  • Imports5 packages
  • Suggests7 packages