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r_test/r-tmg

r-tmg

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

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-tmg

Usage Tracking

0.3
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Downloads (Last 6 months): 0

About

Summary

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

Last Updated

Dec 12, 2019 at 18:04

License

GPL-2

Total Downloads

6

Version Downloads

6

Supported Platforms

linux-64
macOS-64
win-64

Home

http://arxiv.org/abs/1208.4118