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linconGaussR: Sampling Multivariate Normal Distribution under Linear Constraints
Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. <arxiv:1910.09328>.
Getting started
Browse package contents
Package details |
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| Author | Yunyi Shen [aut, cre] (<https://orcid.org/0000-0003-2779-6507>) |
| Maintainer | Yunyi Shen <yshen99@wisc.edu> |
| License | GPL-3 |
| Version | 0.1 |
| URL | https://github.com/YunyiShen/linconGaussR |
| Package repository | View on CRAN |
| Installation |
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