Truncated Multivariate Normal and Student t Distribution R package tmvtnorm version 1.7 CRAN Task View: Distributions (https://CRAN.R-project.org/view=Distributions) Random number generation for the truncated multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional and bivariate marginal densities. Computes first and second moments (i.e. mean and covariance matrix) for the double-truncated multinormal case. Software Depends: R (>= 1.9.0), mvtnorm, utils, Matrix, stats4, gmm Imports: stats, methods Suggests: lattice, rgl Stefan Wilhelm <wilhelm@financial.com> Comprehensive R Archive Network (CRAN) Stefan Wilhelm [aut, cre], Manjunath B G [aut] GPL (>= 2) 2025-09-01 application/tgz https://CRAN.R-project.org/package=tmvtnorm doi:10.32614/CRAN.package.tmvtnorm