[R] truncated multivariate normal
Juliana Garcia Cespedes
jgcesped at carpa.ciagri.usp.br
Tue Sep 30 23:04:12 CEST 2003
Please,
I would like to know how to generate a truncated multivariate normal
distribution k - dimensional, X ~ NT(mu, Sigma), where the
elements of X to be non-negative (except the first), and the first
dimension is strictly larger than zero.
Example:
X ~ NT_2(mu, Sigma),
where mu=c(0.5, 0.5) and Sigma=c([120, 191], [191,154]), with X_1>0
and X_2>=0
Could anybody help me?
Thanks in advanced.
Juliana G. Cespedes
Mestranda em Estatística e Experimentação Agronômica
Departamento de Ciências Exatas - ESALQ/USP
São Paulo - Brasil
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