Hello All,

 

Does anyone know how to specify a multivariate normal distribution with boundary constraints.

 

The specification for a univariate normal variable in the positive region is:

 

beta[t] ~ dnorm(0,0.25) I(0,)

 

The specification for a multivariate normal distribution is:

 

beta[t,1:5] ~dmnorm(Meanbeta,Precbeta[,])

 

It is not clear to me how to specify a truncated (i.e., restricted to the positive region) multivariate normal distribution.

 

Any tips would be greatly appreciated.

 

Ziad Elmously