tmg (0.3)

Truncated Multivariate Gaussian Sampling.

http://arxiv.org/abs/1208.4118
http://cran.r-project.org/web/packages/tmg

Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.

Maintainer: Ari Pakman
Author(s): Ari Pakman

License: GPL-2

Uses: Does not use any package
Reverse depends: lineqGPR
Reverse suggests: anMC

Released almost 5 years ago.