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tmg (version 0.3)

Truncated Multivariate Gaussian Sampling

Description

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

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Version

Install

install.packages('tmg')

Monthly Downloads

6

Version

0.3

License

GPL-2

Maintainer

Ari Pakman

Last Published

February 11th, 2015

Functions in tmg (0.3)

rtmg

Sample from truncated multivariate Gaussians