Truncated Multivariate Normal and Student Distributions
Cholesky decomposition for Gaussian distribution function with permuta...
Cholesky matrix decomposition with GGE ordering
Cholesky matrix decomposition with GGE ordering
Multivariate normal density function
Multivariate Student density function
Density function for the truncated multivariate normal distribution
Density function for the truncated multivariate Student distribution
Calculate log of Gaussian distribution function accurately
Truncated multivariate normal cumulative distribution
Truncated multivariate normal cumulative distribution (quasi-Monte Car...
Truncated multivariate normal generator
Random number generation from multivariate truncated Student distribut...
Truncated multivariate student cumulative distribution
Truncated multivariate student cumulative distribution (QMC version)
Normal quantile function (high precision)
Quantile of truncated Gaussian
Distribution function of the multivariate normal distribution for arbi...
Distribution function of the multivariate Student distribution for arb...
Cumulative distribution function of the truncated multivariate normal ...
Cumulative distribution function of the truncated multivariate Student...
Quantile function using the inversion method
Random number generator for the truncated multivariate normal distribu...
Random number generator for the truncated multivariate Student distrib...
Vectorized random number generation from the univariate truncated norm...
Multivariate truncated normal distribution
Multivariate truncated Student distribution
Truncated univariate normal distribution
Fast truncated normal generator
Truncated student generator for Bayesian regression simulation
Truncated Normal Distribution Toolbox
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>.