condTruncMVN0.0.2 package

Conditional Truncated Multivariate Normal Distribution

Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.

  • Maintainer: Paul M. Hargarten
  • License: GPL-3
  • Last published: 2020-09-17