Dear R users,

the tmvtnorm package, the package for the truncated multivariate normal and Student-t distribution, has been updated on CRAN.

The major changes in version 1.0-2 (2010-03-04) are:

* The package now provides methods for the truncated multivariate Student-t distribution, i.e. random number generation, density function, distribution functions like rtmvt(), dtmvt() und ptmvt() and ptmvt.marginal(). Random number generation supports both rejection sampling and Gibbs sampling.
* We implemented a thinning technique for the Gibbs sampler in both rtmvt.gibbs() and rtmvnorm.gibbs(), including additional arguments "thinning", "start.value" and "burn.in" for controlling the Gibbs sampler.
* We added a parameter "margin=NULL" to dtmvnorm() as an interface/wrapper to marginal density functions dtmvnorm.marginal() and dtmvnorm.marginal2().

Best regards,
Stefan Wilhelm



financial.com AG

Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfurt | Germany
Management board/Vorstand: Dr. Steffen Boehnert | Dr. Alexis Eisenhofer | Dr. Yann Samson | Matthias Wiederwach
Supervisory board/Aufsichtsrat: Dr. Dr. Ernst zur Linden (chairman/Vorsitzender)
Register court/Handelsregister: Munich - HRB 128 972 | Sales tax ID number/St.Nr.: DE205 370 553

	[[alternative HTML version deleted]]

