TruncatedNormal

swMATH41645CRANTruncatedNormalMaRDI QIDQ1353473

Truncated Multivariate Normal and Student Distributions

Léo R. Belzile, Zdravko I. Botev

Last update: 8 September 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.2.2

Source code repository: https://github.com/cran/TruncatedNormal

Cites work

• Efficient probability estimation and simulation of the truncated multivariate student-t distribution
• The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting

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