Sampling from Truncated Multivariate Normal and t Distributions

[Up] [Top]

Documentation for package ‘tmvmixnorm’ version 1.1.1

Help Pages

dtuvn Density function of truncated univariate normal distribution
exp_acc_opt Acceptance rate of translated-exponential rejection sampling
exp_rej Translated-exponential rejection sampling
halfnorm_acc Acceptance rate of half-normal rejection sampling
halfnorm_rej Half-normal rejection sampling
imp Rejection sampling of standardized truncated univariate normal distribution
imp_acc Acceptance rate of truncated univariate normal distribution rejection sampling
norm_acc Acceptance rate of normal rejection sampling
norm_rej Normal rejection sampling
ptuvn Distribution function of truncated univariate normal distribution
rtmvn Random number generation for truncated multivariate normal distribution subject to linear inequality constraints
rtmvt Random number generation for truncated multivariate Student's t distribution subject to linear inequality constraints
rtuvn Random number generation for truncated univariate normal distribution
unif_acc Acceptance rate of uniform rejection sampling
unif_rej Uniform rejection sampling