[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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