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.

Getting started

Package details

AuthorAri Pakman
MaintainerAri Pakman <ari@stat.columbia.edu>
LicenseGPL-2
Version0.3
URL http://arxiv.org/abs/1208.4118
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tmg")

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tmg documentation built on May 2, 2019, 2:07 a.m.