Dear R users, the tmvtnorm package, the package for the truncated multivariate normal distribution, has been updated on CRAN.
The major changes in version 0.8 are: * Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of random numbers even in high dimensions. * Added a function ptmvnorm.marginal() for the one-dimensional marginal probabilities/CDF. Best regards, Stefan Wilhelm financial.com AG Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany Management board/Vorstand: Dr. Steffen Boehnert | Dr. Alexis Eisenhofer | Dr. Yann Samson | Matthias Wiederwach Supervisory board/Aufsichtsrat: Dr. Dr. Ernst zur Linden (chairman/Vorsitzender) Register court/Handelsregister: Munich - HRB 128 972 | Sales tax ID number/St.Nr.: DE205 370 553 _______________________________________________ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
