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 <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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restrictedMVN documentation built on May 1, 2019, 7:39 p.m.