condMVNorm2020.1 package

Conditional Multivariate Normal Distribution

cmvnorm

Conditional Multivariate Normal Density and Random Deviates

condMVN

Conditional Mean and Variance of Multivariate Normal Distribution

pcmvnorm

Conditional Multivariate Normal Distribution

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Computes conditional multivariate normal densities, probabilities, and random deviates.

  • Maintainer: Ravi Varadhan
  • License: GPL-2
  • Last published: 2020-03-18