[R] Truncated MVN RNG?

[Prof Brian D Ripley]

On Fri, 24 Aug 2001, Joe Stauffer wrote:

> Is there a package or code that generates data from a truncated multivariate
> normal distribution?

Not sure what `truncated' means here.  However, at a guess it is a normal
distribution restricted to a sub-region of R^d, and that's easy via mvrnorm
in package MASS wrapped in rejection sampling.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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