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.
