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Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution - MaRDI portal

Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (Q3201352)

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Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
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    Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (English)
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    1989
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    algorithm AS 249
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    mean
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    covariance
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    truncated multinormal distribution
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    Fortran 77
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