ptmvnorm function

Cumulative distribution function of the truncated multivariate normal distribution.

Cumulative distribution function of the truncated multivariate normal distribution.

This function returns the (log)-distribution function of a matrix q of observations lying in the interval [lb, ub].

ptmvnorm(q, mu, sigma, lb, ub, log = FALSE, type = c("mc", "qmc"), B = 10000)

See Also

tmvnorm

  • Maintainer: Leo Belzile
  • License: GPL-3
  • Last published: 2024-07-08

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