hdtg: Generate Samples from Multivariate Truncated Normal Distributions

Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

Getting started

Package details

AuthorZhenyu Zhang [aut, cre], Andrew Chin [aut], Akihiko Nishimura [aut], Marc A. Suchard [aut], John W. Ratcliff et al. [cph, ctb] (authors and copyright holders of see2neon.h under an MIT license)
MaintainerZhenyu Zhang <zhangzhenyusa@gmail.com>
LicenseMIT + file LICENSE
Version0.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hdtg")

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hdtg documentation built on June 8, 2025, 1:07 p.m.