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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install.packages("linconGaussR")

0.1 by Yunyi Shen, a month ago


https://github.com/YunyiShen/linconGaussR


Report a bug at https://github.com/YunyiShen/linconGaussR/issues


Browse source code at https://github.com/cran/linconGaussR


Authors: Yunyi Shen [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, MASS

Linking to Rcpp, RcppArmadillo


See at CRAN