lower_b2: bound for b - exponential vs uniform sampling
In suchitm/tmvn: Generate random samples from truncated univariate and multivariate normal distributions and truncated Student-t distributions.
Description
Usage
Arguments
Value
References
Description
Calculates the bound for b in lemma 2.1.1.6 of Li & Ghosh. Called b_2(a)
in the case breakdown.
Usage
1
lower_b2(a)
Arguments
a
Lower bound of truncated univariate normal
Value
value of the bound for b
References
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.
suchitm/tmvn documentation built on Dec. 10, 2020, 10:25 a.m.
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Description Usage Arguments Value References
Description
Calculates the bound for b in lemma 2.1.1.6 of Li & Ghosh. Called b_2(a) in the case breakdown.
Usage
1 | lower_b2(a)
|
Arguments
a |
Lower bound of truncated univariate normal |
Value
value of the bound for b
References
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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