Truncated Normal and Student's t-distribution toolbox

Perfect simulation from the truncated (multivariate) normal and student's t-distribution.

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Cite As

Zdravko Botev (2026). Truncated Normal and Student's t-distribution toolbox (https://www.mathworks.com/matlabcentral/fileexchange/53796-truncated-normal-and-student-s-t-distribution-toolbox), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Truncated Normal Generator

Inspired: Truncated Normal Generator

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
2.0.0

- toolbox can now deal with multivariate truncated Student's t-distribution
- updated reference

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1.0.0

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