tmg: Truncated Multivariate Gaussian Sampling

Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.

Install the latest version of this package by entering the following in R:
install.packages("tmg")
AuthorAri Pakman
Date of publication2015-02-11 20:57:16
MaintainerAri Pakman <ari@stat.columbia.edu>
LicenseGPL-2
Version0.3
http://arxiv.org/abs/1208.4118

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Files

inst
inst/include
inst/include/magnet
inst/include/magnet/units.hpp
inst/include/magnet/math
inst/include/magnet/math/quartic_descartes.hpp
inst/include/magnet/math/bisect.hpp
inst/include/magnet/math/quartic_ferrari.hpp
inst/include/magnet/math/complex.hpp
inst/include/magnet/math/cubic.hpp
inst/include/magnet/math/matrix.hpp
inst/include/magnet/math/morton_number.hpp
inst/include/magnet/math/ctime_log.hpp
inst/include/magnet/math/histogram.hpp
inst/include/magnet/math/detail
inst/include/magnet/math/detail/eigenval.hpp
inst/include/magnet/math/frenkelroot.hpp
inst/include/magnet/math/wigner3J.hpp
inst/include/magnet/math/vector.hpp
inst/include/magnet/math/quartic.hpp
inst/include/magnet/math/dilated_int.hpp
inst/include/magnet/math/quartic_neumark.hpp
inst/include/magnet/math/quadratic.hpp
inst/include/magnet/math/spline.hpp
inst/include/magnet/math/quartic_error.hpp
inst/include/magnet/math/ctime_pow.hpp
inst/include/magnet/math/ctime_safe_shift.hpp
inst/include/magnet/math/quartic_yacfraid.hpp
inst/include/magnet/memUsage.hpp
inst/include/magnet/xmlreader.hpp
inst/include/magnet/clamp.hpp
inst/include/magnet/stacktrace.hpp
inst/include/magnet/xmlwriter.hpp
inst/include/magnet/errno.hpp
inst/include/magnet/exception.hpp
inst/include/magnet/arg_share.hpp
inst/include/magnet/static_assert.hpp
inst/include/magnet/wiiheadtracking.hpp
src
src/Makevars
src/HmcSampler.h
src/HmcSampler.cpp
src/rtmg.h
src/rtmg.cpp
src/Makevars.win
NAMESPACE
R
R/tmg.R
MD5
DESCRIPTION
man
man/rtmg.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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