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.

Version: 1.6
Depends: R (≥ 1.9.0), mvtnorm, utils, Matrix, stats4, gmm
Imports: stats, methods
Suggests: lattice
Published: 2023-12-05
DOI: 10.32614/CRAN.package.tmvtnorm
Author: Stefan Wilhelm [aut, cre], Manjunath B G [aut]
Maintainer: Stefan Wilhelm <wilhelm at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: tmvtnorm citation info
Materials: README NEWS
In views: Distributions
CRAN checks: tmvtnorm results


Reference manual: tmvtnorm.pdf
Vignettes: A short description of the Gibbs Sampler


Package source: tmvtnorm_1.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): tmvtnorm_1.6.tgz, r-oldrel (arm64): tmvtnorm_1.6.tgz, r-release (x86_64): tmvtnorm_1.6.tgz, r-oldrel (x86_64): tmvtnorm_1.6.tgz
Old sources: tmvtnorm archive

Reverse dependencies:

Reverse depends: dfrr, imputeLCMD, multiocc, propagate, spatialprobit, uskewFactors
Reverse imports: ARCensReg, BANAM, bayesammi, BayesianLaterality, BayesianTools, BayesMassBal, bkmr, CensSpatial, condTruncMVN, covsim, DPBBM, ei, ExtremeRisks, genscore, heteromixgm, idefix, inctools, Karen, LTFHPlus, microbiomeDASim, miWQS, mixchar, netgwas, nutriNetwork, restriktor, StempCens, TestDimorph, WACS
Reverse suggests: BDgraph, MomTrunc


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