trunmnt
Moments of Truncated Multivariate Normal Distribution
v1.0.0
·
Dec 1, 2025
·
GPL-2
Description
Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.
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| r-release-linux-x86_64 | OK |
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0.0
Mar 9, 2026