tmg: Truncated Multivariate Gaussian Sampling

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

Version: 0.3
Imports: Rcpp
LinkingTo: Rcpp, RcppEigen
Published: 2015-02-11
Author: Ari Pakman
Maintainer: Ari Pakman <ari at stat.columbia.edu>
License: GPL-2
URL: http://arxiv.org/abs/1208.4118
NeedsCompilation: yes
CRAN checks: tmg results

Downloads:

Reference manual: tmg.pdf
Package source: tmg_0.3.tar.gz
Windows binaries: r-devel: tmg_0.3.zip, r-release: tmg_0.3.zip, r-oldrel: tmg_0.3.zip
macOS binaries: r-release: tmg_0.3.tgz, r-oldrel: tmg_0.3.tgz
Old sources: tmg archive

Reverse dependencies:

Reverse depends: lineqGPR
Reverse suggests: anMC

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