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 <[email protected]>
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 29, 2017, 9:59 a.m.