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.

Author
Ari Pakman
Date of publication
2015-02-11 20:57:16
Maintainer
Ari Pakman <ari@stat.columbia.edu>
License
GPL-2
Version
0.3
URLs

View on CRAN

Man pages

rtmg
Sample from truncated multivariate Gaussians

Files in this package

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