TruncatedNormal: Truncated Multivariate Normal and Student Distributions

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Version: 2.2
Depends: R (≥ 2.10)
Imports: nleqslv, randtoolbox, alabama, Rcpp (≥ 0.12.16)
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, mvtnorm, testthat
Published: 2020-05-17
Author: Zdravko Botev ORCID iD [aut], Leo Belzile ORCID iD [aut, cre]
Maintainer: Leo Belzile <belzilel at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: TruncatedNormal results


Reference manual: TruncatedNormal.pdf
Vignettes: TruncatedNormal
Package source: TruncatedNormal_2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: TruncatedNormal_2.2.tgz, r-oldrel: TruncatedNormal_2.2.tgz
Old sources: TruncatedNormal archive

Reverse dependencies:

Reverse imports: lineqGPR, mev
Reverse suggests: anMC


Please use the canonical form to link to this page.