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.


News

Reference manual

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

install.packages("tmg")

0.3 by Ari Pakman, 4 years ago


http://arxiv.org/abs/1208.4118


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


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