Description Usage Arguments Value References
TUVN exponential rejection sampling
1 | exp_rej(a, b)
|
a |
Lower bound of truncation |
b |
Upper bound of truncation |
value of the sample
Li, Y., & Ghosh, S. K. (2015). Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality constraints. Journal of Statistical Theory and Practice, 9(4), 712-732.
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