tmvnsim

cranv1.0-2

Truncated Multivariate Normal Simulation. Importance sampling from the truncated multivariate normal using the GHK (Geweke-Hajivassiliou-Keane) simulator. Unlike Gibbs sampling which can get stuck in one truncation sub-region depending on initial values, this package allows truncation based on disjoint regions that are created by truncation

License GPL-2strong copyleft0 versions1 maintainers0 deps1,737 weekly dl
https://CRAN.R-project.org/package=tmvnsim
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0/25
maintenance
6/20
popularity
25/25
security
12/15
maturity
2/15
community
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0
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First published · 2016-12-15 08:08:56

Last updated · 2016-12-15T08:05:14+00:00