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nntmvn (version 1.3.0)

Draw Samples of Truncated Multivariate Normal Distributions

Description

Draw samples from truncated multivariate normal distribution using the sequential nearest neighbor (SNN) method introduced in "Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation" .

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Version

Install

install.packages('nntmvn')

Monthly Downloads

231

Version

1.3.0

License

GPL (>= 2)

Maintainer

Jian Cao

Last Published

December 3rd, 2025

Functions in nntmvn (1.3.0)

plot.nntmvn_1stmmt_error

Plot function for the nntmvn_1stmmt_error class
tmvn_check_converge

Check the convergence of 1st moment with m at selected indices of a TMVN distribution
plot.nntmvn_1stmmt_pred

Plot function for the nntmvn_1stmmt_pred class
corr_nn

Find ordered nearest neighbors based on correlation, assuming the absolute value of the correlation is monotonically decreasing with distance. Returns an n X (m + 1) matrix, each row indicating the m + 1 nearest neighbors including itself.
rtmvn

Draw one sample from a truncated multivariate normal (TMVN) distribution using sequential nearest neighbor (SNN) method
ptmvn_check_converge

Check the convergence of 1st moment with m at selected indices of a PTMVN distribution with zero mean
rptmvn

Draw one sample of the underlying GP responses for a partially censored Gaussian process using sequential nearest neighbor (SNN) method
nntmvn

nntmvn