r-cran-tmvtnorm

GNU R truncated multivariate normal and student t distribution
  https://cran.r-project.org/package=tmvtnorm
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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.