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 <[email protected]>
Package repositoryView on CRAN
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tmg documentation built on May 29, 2017, 3:22 p.m.