On Fri, 24 Aug 2001, Joe Stauffer wrote:
> Is there a package or code that generates data from a truncated
multivariate
> normal distribution?
Not sure what `truncated' means here. However, at a guess it is a normal
distribution restricted to a sub-region of R^d, and that's easy via mvrnorm
in package MASS wrapped in rejection sampling.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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