CRAN

tmvtnorm 1.4-10

Truncated Multivariate Normal and Student t Distribution

Released Aug 28, 2015 by Stefan Wilhelm

This package can be loaded by Renjin but 10 out 11 tests failed.

Dependencies

mvtnorm 1.0-6 gmm 1.6-1 Matrix 1.2-12

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>tmvtnorm</artifactId>
    <version>1.4-10-b113</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:tmvtnorm')

Test Results

This package was last tested against Renjin 0.8.2543 on Dec 17, 2017.