The R Journal: article published in 2010, volume 2:1

tmvtnorm: A Package for the Truncated Multivariate Normal Distribution PDF download
Stefan Wilhelm and B. G. Manjunath , The R Journal (2010) 2:1, pages 25-29.

Abstract In this article we present tmvtnorm, an R package implementation for the truncated mul tivariate normal distribution. We consider random number generation with rejection and Gibbs sampling, computation of marginal densities as well as computation of the mean and covariance of the truncated variables. This contribution brings together latest research in this field and provides useful methods for both scholars and practitioners when working with truncated normal variables.

  author = {Stefan Wilhelm and B. G. Manjunath},
  title = {{tmvtnorm: A Package for the Truncated Multivariate Normal
  year = {2010},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2010-005},
  url = {},
  pages = {25--29},
  volume = {2},
  number = {1}