[R] sampling from the multivariate truncated normal

[Uwe Ligges]

On 26.06.2011 21:26, statfan wrote:
> I am trying generate a sample for a truncated multivariate normal
> distribution via the rtmvnorm function in the  {tmvtnorm} package.
>
> Why does the following produce NaNs?
>
>
> rtmvnorm(1, mean = rep(0, 2), matrix(c(0.06906084, -0.07463565, -0.07463565,
> 0.08078086),2),c(-0.4316738,  0.8283240),  c(Inf,Inf), algorithm="gibbsR",
> burn.in.samples=100)

Well, for 0.828324 < x[2] < Inf the probablility is roughly 0 hence not 
easy to draw random numbers out there  ....

Uwe Ligges



>
> Thanks
>
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