Displaying 2 results from an estimated 2 matches for "ptmvt".
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rtmvt
2010 Mar 16
0
tmvtnorm: version 1.0-2
...al and Student-t distribution, has been updated on CRAN.
The major changes in version 1.0-2 (2010-03-04) are:
* The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and ptmvt.marginal(). Random number generation supports both rejection sampling and Gibbs sampling.
* We implemented a thinning technique for the Gibbs sampler in both rtmvt.gibbs() and rtmvnorm.gibbs(), including additional arguments "thinning", "start.value" and "burn.i...
2010 Mar 16
0
tmvtnorm: version 1.0-2
...al and Student-t distribution, has been updated on CRAN.
The major changes in version 1.0-2 (2010-03-04) are:
* The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and ptmvt.marginal(). Random number generation supports both rejection sampling and Gibbs sampling.
* We implemented a thinning technique for the Gibbs sampler in both rtmvt.gibbs() and rtmvnorm.gibbs(), including additional arguments "thinning", "start.value" and "burn.i...