linconGaussR (version 0.1)

Sampling Multivariate Normal Distribution under Linear Constraints

Description

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')

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Version

0.1

License

GPL-3

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Repository

https://github.com/YunyiShen/linconGaussR

Maintainer

Yunyi Shen

Last Published

October 26th, 2021

Functions in linconGaussR (0.1)

linconGauss

Sample Gaussian distribution with linear constraints Taking truncated sample of Gaussian distribution over a linear constraint domain.