Sampling Multivariate Normal Distribution under Linear Constraints

Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. .


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0.1 by Yunyi Shen, a month ago

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Authors: Yunyi Shen [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, MASS

Linking to Rcpp, RcppArmadillo

See at CRAN