Truncated Multivariate Gaussian Sampling

Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.3 by Ari Pakman, 6 years ago

Browse source code at

Authors: Ari Pakman

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp

Linking to Rcpp, RcppEigen

Depended on by lineqGPR.

Suggested by anMC.

See at CRAN