Dear list,

I am facing a problem with the rtmvtnorm function to sample from a
truncated multivariate normal when some of the truncation boundaries are
equal, e.g.:

>rtmvnorm(1, mean = rep(0,3), sigma = diag(3), lower=c(-1,0,-1),
upper=c(1,0,1),
         algorithm="gibbs")

Error in checkTmvArgs(mean, sigma, lower, upper) :
  lower must be smaller than or equal to upper (lower<=upper)

Of course, since it is all about numerics I could do

>rtmvnorm(1, mean = rep(0,3), sigma = diag(3), lower=c(-1,0,-1),
upper=c(1,1e-16,1),
         algorithm="gibbs")


           [,1] [,2]       [,3]
[1,] -0.6221186    0 -0.6435531


but it is not entirely satisfying. Is it a normal behaviour of rtmvtnorm?

Thanks in advance,

jurgis

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