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[ 原始碼: r-cran-tmvtnorm  ]

套件:r-cran-tmvtnorm(1.6-1)

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GNU R truncated multivariate normal and student t distribution

Random number generation for the truncated multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated multinormal case.

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