Do you mean you want to generate deviates from this distribution or that you want the density function (or distribution function)?
mvrnorm in package MASS (library(MASS)) will generate multivariate normal deviates. A brute-force approach would just keep picking values until you get ones in the right quadrant, although with your example (large variance, small mean) that would mean you would be wasting 3/4 of your values -- so there are probably more efficient approaches. Depends how much time you want to spend programming, how many values you want to draw, and how fast your computer is ... Ben On Tue, 30 Sep 2003, Juliana Garcia Cespedes wrote: > Please, > > I would like to know how to generate a truncated multivariate normal > distribution k - dimensional, X ~ NT(mu, Sigma), where the > elements of X to be non-negative (except the first), and the first > dimension is strictly larger than zero. > > Example: > > X ~ NT_2(mu, Sigma), > > where mu=c(0.5, 0.5) and Sigma=c([120, 191], [191,154]), with X_1>0 > and X_2>=0 > Could anybody help me? > > Thanks in advanced. > > Juliana G. Cespedes > Mestranda em Estatística e Experimentação Agronômica > Departamento de Ciências Exatas - ESALQ/USP > São Paulo - Brasil > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > -- 620B Bartram Hall [EMAIL PROTECTED] Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
