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conda-forge / packages / r-tmvnsim

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 of absolute values. The GHK algorithm uses simple Cholesky transformation followed by recursive simulation of univariate truncated normals hence there are also no convergence issues. Importance sample is returned along with sampling weights, based on which, one can calculate integrals over truncated regions for multivariate normals.

copied from cf-staging / r-tmvnsim

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Type Size Name Uploaded Downloads Labels
conda 34.1 kB | linux-ppc64le/r-tmvnsim-1.0_2-r44hcbafff3_6.conda  6 months and 7 days ago 47 main
conda 33.8 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43hcbafff3_6.conda  6 months and 7 days ago 49 main
conda 36.9 kB | win-64/r-tmvnsim-1.0_2-r43hb0f4521_6.conda  6 months and 7 days ago 186 main
conda 37.0 kB | win-64/r-tmvnsim-1.0_2-r44hb0f4521_6.conda  6 months and 7 days ago 214 main
conda 32.9 kB | osx-arm64/r-tmvnsim-1.0_2-r44h7807725_6.conda  6 months and 7 days ago 92 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r44h9612530_6.conda  6 months and 7 days ago 182 main
conda 33.0 kB | osx-arm64/r-tmvnsim-1.0_2-r43h7807725_6.conda  6 months and 7 days ago 90 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r44h5b510ea_6.conda  6 months and 7 days ago 87 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r43h5b510ea_6.conda  6 months and 7 days ago 186 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r43h9612530_6.conda  6 months and 7 days ago 277 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43hbcb9c34_6.conda  6 months and 7 days ago 2801 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r44hbcb9c34_6.conda  6 months and 7 days ago 1401 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43ha774786_5.conda  1 year and 6 months ago 57 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42ha774786_5.conda  1 year and 6 months ago 57 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_5.conda  1 year and 6 months ago 2585 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r43h81fe24e_5.conda  1 year and 6 months ago 120 main
conda 32.2 kB | osx-64/r-tmvnsim-1.0_2-r43hfe07776_5.conda  1 year and 6 months ago 338 main
conda 32.8 kB | osx-arm64/r-tmvnsim-1.0_2-r42h81fe24e_5.conda  1 year and 6 months ago 112 main
conda 31.9 kB | osx-64/r-tmvnsim-1.0_2-r42hfe07776_5.conda  1 year and 6 months ago 343 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r42hd5055e1_5.conda  1 year and 6 months ago 82 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r43hd5055e1_5.conda  1 year and 6 months ago 146 main
conda 33.3 kB | linux-64/r-tmvnsim-1.0_2-r42h61816a4_5.conda  1 year and 6 months ago 4756 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43h61816a4_5.conda  1 year and 6 months ago 5437 main
conda 34.4 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42h169bc6f_4.tar.bz2  2 years and 2 months ago 34 main
conda 34.2 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41h169bc6f_4.tar.bz2  2 years and 2 months ago 34 main
conda 38.8 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_4.tar.bz2  2 years and 2 months ago 799 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r42h505ec0b_4.tar.bz2  2 years and 2 months ago 81 main
conda 31.7 kB | osx-64/r-tmvnsim-1.0_2-r42h1e4e481_4.tar.bz2  2 years and 2 months ago 258 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r41h505ec0b_4.tar.bz2  2 years and 2 months ago 88 main
conda 31.5 kB | osx-64/r-tmvnsim-1.0_2-r41h1e4e481_4.tar.bz2  2 years and 2 months ago 284 main
conda 34.2 kB | linux-aarch64/r-tmvnsim-1.0_2-r42h7d6fccf_4.tar.bz2  2 years and 2 months ago 78 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h7d6fccf_4.tar.bz2  2 years and 2 months ago 60 main
conda 32.8 kB | linux-64/r-tmvnsim-1.0_2-r41h8da6f51_4.tar.bz2  2 years and 2 months ago 4553 main
conda 33.0 kB | linux-64/r-tmvnsim-1.0_2-r42h8da6f51_4.tar.bz2  2 years and 2 months ago 5685 main
conda 32.0 kB | osx-arm64/r-tmvnsim-1.0_2-r40h946febc_3.tar.bz2  2 years and 10 months ago 76 main
conda 32.1 kB | osx-arm64/r-tmvnsim-1.0_2-r41h946febc_3.tar.bz2  2 years and 10 months ago 79 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r41h749f5a1_3.tar.bz2  3 years and 7 months ago 664 main
conda 32.8 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h6fc6016_3.tar.bz2  3 years and 7 months ago 74 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41ha9c7abe_3.tar.bz2  3 years and 7 months ago 49 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_3.tar.bz2  3 years and 7 months ago 960 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r40h749f5a1_3.tar.bz2  3 years and 7 months ago 524 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r41h859d828_3.tar.bz2  3 years and 7 months ago 6204 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r36h1a6e9bf_3.tar.bz2  4 years and 19 days ago 423 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r40he816bda_3.tar.bz2  4 years and 19 days ago 1067 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r36he816bda_3.tar.bz2  4 years and 19 days ago 1078 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r36ha9c7abe_3.tar.bz2  4 years and 19 days ago 44 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r40ha9c7abe_3.tar.bz2  4 years and 19 days ago 46 main
conda 33.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r36h6fc6016_3.tar.bz2  4 years and 19 days ago 70 main
conda 31.1 kB | osx-64/r-tmvnsim-1.0_2-r40h1a6e9bf_3.tar.bz2  4 years and 19 days ago 282 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r36h859d828_3.tar.bz2  4 years and 19 days ago 7919 main
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