TruncatedNormal: dtmvt – R documentation

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dtmvt

Density function for the truncated multivariate Student distribution

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

dtmvt(x, mu, sigma, df, lb, ub, type = c("mc", "qmc"), log = FALSE, B = 10000)

`x`	vector or matrix of quantiles
`mu`	vector of location parameters
`sigma`	scale matrix
`df`	degrees of freedom
`lb`	vector of lower truncation limits
`ub`	vector of upper truncation limits
`type`	string, either of `mc` or `qmc` for Monte Carlo and quasi Monte Carlo, respectively
`log`	logical; if `TRUE`, probabilities and density are given on the log scale.
`B`	number of replications for the (quasi)-Monte Carlo scheme