forked from Lainports/freebsd-ports
60ed4f2d3a
Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality. Required by update of math/R-cran-psych.
8 lines
551 B
Text
8 lines
551 B
Text
Functions are provided for computing the density and the distribution function
|
|
of d-dimensional normal and "t" random variables, possibly truncated (on one
|
|
side or two sides), and for generating random vectors sampled from these
|
|
distributions, except sampling from the truncated "t". Moments of arbitrary
|
|
order of a multivariate truncated normal are computed, and converted to
|
|
cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods;
|
|
different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the
|
|
dimensionality.
|