rtmvn_gibbs: Gibbs sampler for the Truncated Multivariate Normal...
In suchitm/tmvn: Generate random samples from truncated univariate and multivariate normal distributions and truncated Student-t distributions.
Description
Usage
Arguments
Value
References
Description
Random vector generation for the truncated multivariate normal distribution
using a Gibbs sampler.
Usage
1
rtmvn_gibbs(n, p, Mean, Sigma_chol, R, a, b, z)
Arguments
n
number of samples to be generated
p
dimension of the distribution to sample
R
matrix of linear constraints
a
vector of lower bounds
b
vector of upper bounds
z
vector of initial values for the Gibbs sampler.
Value
a matrix of samples with each column being an idependent sample.
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
Random vector generation for the truncated multivariate normal distribution using a Gibbs sampler.
Usage
1 | rtmvn_gibbs(n, p, Mean, Sigma_chol, R, a, b, z)
|
Arguments
n |
number of samples to be generated |
p |
dimension of the distribution to sample |
R |
matrix of linear constraints |
a |
vector of lower bounds |
b |
vector of upper bounds |
z |
vector of initial values for the Gibbs sampler. |
Value
a matrix of samples with each column being an idependent sample.
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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