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tmvtnorm  

Truncated Multivariate Normal and Student t Distribution
View on CRAN: Click here


Download and install tmvtnorm package within the R console
Install from CRAN:
install.packages("tmvtnorm")

Install from Github:
library("remotes")
install_github("cran/tmvtnorm")

Install by package version:
library("remotes")
install_version("tmvtnorm", "1.7")



Attach the package and use:
library("tmvtnorm")
Maintained by
Stefan Wilhelm
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2009-03-29
Latest Update: 2025-09-03
Description:
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.
How to cite:
Stefan Wilhelm (2009). tmvtnorm: Truncated Multivariate Normal and Student t Distribution. R package version 1.7, https://cran.r-project.org/web/packages/tmvtnorm. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.4-2 (2009-03-29 20:09), 0.5-1 (2009-05-04 12:27), 0.7-2 (2009-08-26 14:39), 0.8-3 (2009-10-07 09:48), 0.9-2 (2010-01-04 18:50), 1.0-1 (2010-03-04 07:51), 1.0-2 (2010-03-05 10:46), 1.1-5 (2010-11-22 08:57), 1.2-3 (2011-06-04 09:25), 1.3-1 (2011-12-02 17:23), 1.4-1 (2011-12-27 11:06), 1.4-3 (2012-01-05 11:28), 1.4-4 (2012-01-11 08:02), 1.4-6 (2012-04-09 08:53), 1.4-7 (2012-12-17 16:56), 1.4-8 (2013-03-30 13:39), 1.4-9 (2014-03-04 01:19), 1.4-10 (2015-08-28 01:06), 1.5 (2022-03-22 09:30), 1.6 (2023-12-05 17:10)
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Complete documentation for tmvtnorm
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