restrictedMVN: Multivariate Normal Restricted by Affine Constraints

A fast Gibbs sampler for multivariate normal with affine constraints.

Package details

AuthorJonathan Taylor and Yuval Benjamini
MaintainerYuval Benjamini <yuval.benjamini@mail.huji.ac.il>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("restrictedMVN")

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restrictedMVN documentation built on May 1, 2019, 7:39 p.m.