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2017 Aug 02
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Generating samples from truncated multivariate Student-t distribution
...t; in a formatted document (pdf in your case)
>> I am posting plain text here:
good .. and please do always on these lists
Martin Maechler, ETH Zurich & R Core
>>
>>> library(tmvtnorm)
>>> meann = c(55, 40, 50, 35, 45, 30)
>>> covv = matrix(c( 1, 1, 0, 2, -1, -1,
>> 1, 16, -6, -6, -2, 12,
>> 0, -6, 4, 2, -2, -5,
>> 2, -6, 2, 25, 0, -17,
>> -1, -2, -2, 0, 9, -5,
>> -1, 12, -5, -17, -5, 36), 6, 6)
>> df = 4
>> lower = c(20, 20, 20, 20, 20, 20)
>> u...