Description
Truncated Multivariate Normal and t Distribution Simulation.
Description
Simulation of random vectors from truncated multivariate normal and t distributions based on the algorithms proposed by Yifang Li and Sujit K. Ghosh (2015) <doi:10.1080/15598608.2014.996690>.
README.md
tmvtnsim
Truncated Multivariate Normal and t Distribution Simulation.