Package: tmvtnorm 1.6

tmvtnorm: Truncated Multivariate Normal and Student t Distribution

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.

Authors:Stefan Wilhelm [aut, cre], Manjunath B G [aut]

tmvtnorm_1.6.tar.gz
tmvtnorm_1.6.zip(r-4.5)tmvtnorm_1.6.zip(r-4.4)tmvtnorm_1.6.zip(r-4.3)
tmvtnorm_1.6.tgz(r-4.5-x86_64)tmvtnorm_1.6.tgz(r-4.5-arm64)tmvtnorm_1.6.tgz(r-4.4-x86_64)tmvtnorm_1.6.tgz(r-4.4-arm64)tmvtnorm_1.6.tgz(r-4.3-x86_64)tmvtnorm_1.6.tgz(r-4.3-arm64)
tmvtnorm_1.6.tar.gz(r-4.5-noble)tmvtnorm_1.6.tar.gz(r-4.4-noble)
tmvtnorm_1.6.tgz(r-4.4-emscripten)
tmvtnorm.pdf |tmvtnorm.html
tmvtnorm/json (API)
NEWS

# Install 'tmvtnorm' in R:
install.packages('tmvtnorm', repos = c('https://stefanwilhelm.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/stefanwilhelm/tmvtnorm/issues

Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications

On CRAN:

Conda:

fortranopenblas

8.84 score 1 stars 59 packages 338 scripts 5.8k downloads 4 mentions 16 exports 6 dependencies

Last updated 1 years agofrom:27c81a9ab3. Checks:8 OK, 4 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-win-x86_64NOTEMar 07 2025
R-4.5-mac-x86_64NOTEMar 07 2025
R-4.5-mac-aarch64NOTEMar 07 2025
R-4.5-linux-x86_64NOTEMar 07 2025
R-4.4-win-x86_64OKMar 07 2025
R-4.4-mac-x86_64OKMar 07 2025
R-4.4-mac-aarch64OKMar 07 2025
R-4.4-linux-x86_64OKMar 07 2025
R-4.3-win-x86_64OKMar 07 2025
R-4.3-mac-x86_64OKMar 07 2025
R-4.3-mac-aarch64OKMar 07 2025

Exports:dtmvnormdtmvnorm.marginaldtmvnorm.marginal2dtmvtgmm.tmvnormmle.tmvnormmtmvnormptmvnormptmvnorm.marginalptmvtptmvt.marginalqtmvnorm.marginalrtmvnormrtmvnorm.sparseMatrixrtmvnorm2rtmvt

Dependencies:gmmlatticeMatrixmvtnormsandwichzoo

A short description of the Gibbs Sampler

Rendered fromGibbsSampler.Rnwusingutils::Sweaveon Mar 07 2025.

Last update: 2022-03-21
Started: 2016-12-04