createEngine: Create a Zigzag-HMC engine object

In hdtg: Generate Samples from Multivariate Truncated Normal Distributions

Create a Zigzag-HMC engine object

Description

Create the C++ object to set up SIMD vectorization for speeding up calculations for Zigzag-HMC ("Zigzag-HMC engine").

Usage

createEngine(
  dimension,
  lowerBounds,
  upperBounds,
  seed,
  mean,
  precision,
  flags = 128L
)

Arguments

dimension	the dimension of MTN.
lowerBounds	a vector specifying the lower bounds.
upperBounds	a vector specifying the upper bounds.
seed	random seed.
mean	the mean vector.
precision	the precision matrix.
flags	which SIMD instruction set to use. 128 = SSE, 256 = AVX.

Value

a list whose only element is the Zigzag-HMC engine object.

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