TruncatedDistributions

This package provides support for univariate and multivariate distributions in Julia.

The functionality provided here extends the univariate truncated distributions support that is in Distributions.jl, Julia's main distributions package.

Key functionality is support for box truncated multivariate Normal (Gaussian) distributions. Further functionality is available both for the univariate distributions and multivariate distributions. Beyond basic distribution functionality, the package provides functions for fitting parameters to desired moments.

At the moment the only supported multivariate distribution is Multivariate Normal with box truncation (truncation over a box region). For univariate distributions, essentially any distribution can be truncated using the truncation mechanism from Distributions.jl.