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 (2021) <arXiv:2104.07694>, and harmonic Monte in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

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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
Package repositoryView on CRAN
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hdtg documentation built on Aug. 7, 2022, 1:06 a.m.