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 |
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 depends: | lineqGPR |
Reverse suggests: | anMC |
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