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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  8 months and 17 days ago 127 main
conda 33.8 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43hcbafff3_6.conda  8 months and 17 days ago 116 main
conda 36.9 kB | win-64/r-tmvnsim-1.0_2-r43hb0f4521_6.conda  8 months and 17 days ago 363 main
conda 37.0 kB | win-64/r-tmvnsim-1.0_2-r44hb0f4521_6.conda  8 months and 17 days ago 395 main
conda 32.9 kB | osx-arm64/r-tmvnsim-1.0_2-r44h7807725_6.conda  8 months and 17 days ago 244 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r44h9612530_6.conda  8 months and 17 days ago 349 main
conda 33.0 kB | osx-arm64/r-tmvnsim-1.0_2-r43h7807725_6.conda  8 months and 17 days ago 238 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r44h5b510ea_6.conda  8 months and 17 days ago 150 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r43h5b510ea_6.conda  8 months and 17 days ago 306 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r43h9612530_6.conda  8 months and 17 days ago 433 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43hbcb9c34_6.conda  8 months and 17 days ago 3900 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r44hbcb9c34_6.conda  8 months and 17 days ago 2573 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43ha774786_5.conda  1 year and 9 months ago 129 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42ha774786_5.conda  1 year and 9 months ago 120 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_5.conda  1 year and 9 months ago 2808 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r43h81fe24e_5.conda  1 year and 9 months ago 247 main
conda 32.2 kB | osx-64/r-tmvnsim-1.0_2-r43hfe07776_5.conda  1 year and 9 months ago 474 main
conda 32.8 kB | osx-arm64/r-tmvnsim-1.0_2-r42h81fe24e_5.conda  1 year and 9 months ago 233 main
conda 31.9 kB | osx-64/r-tmvnsim-1.0_2-r42hfe07776_5.conda  1 year and 9 months ago 469 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r42hd5055e1_5.conda  1 year and 9 months ago 146 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r43hd5055e1_5.conda  1 year and 9 months ago 197 main
conda 33.3 kB | linux-64/r-tmvnsim-1.0_2-r42h61816a4_5.conda  1 year and 9 months ago 5160 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43h61816a4_5.conda  1 year and 9 months ago 5693 main
conda 34.4 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42h169bc6f_4.tar.bz2  2 years and 5 months ago 34 main
conda 34.2 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41h169bc6f_4.tar.bz2  2 years and 5 months ago 35 main
conda 38.8 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_4.tar.bz2  2 years and 5 months ago 803 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r42h505ec0b_4.tar.bz2  2 years and 5 months ago 84 main
conda 31.7 kB | osx-64/r-tmvnsim-1.0_2-r42h1e4e481_4.tar.bz2  2 years and 5 months ago 258 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r41h505ec0b_4.tar.bz2  2 years and 5 months ago 90 main
conda 31.5 kB | osx-64/r-tmvnsim-1.0_2-r41h1e4e481_4.tar.bz2  2 years and 5 months ago 289 main
conda 34.2 kB | linux-aarch64/r-tmvnsim-1.0_2-r42h7d6fccf_4.tar.bz2  2 years and 5 months ago 79 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h7d6fccf_4.tar.bz2  2 years and 5 months ago 60 main
conda 32.8 kB | linux-64/r-tmvnsim-1.0_2-r41h8da6f51_4.tar.bz2  2 years and 5 months ago 4779 main
conda 33.0 kB | linux-64/r-tmvnsim-1.0_2-r42h8da6f51_4.tar.bz2  2 years and 5 months ago 5871 main
conda 32.0 kB | osx-arm64/r-tmvnsim-1.0_2-r40h946febc_3.tar.bz2  3 years and 1 month ago 78 main
conda 32.1 kB | osx-arm64/r-tmvnsim-1.0_2-r41h946febc_3.tar.bz2  3 years and 1 month ago 81 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r41h749f5a1_3.tar.bz2  3 years and 9 months ago 665 main
conda 32.8 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h6fc6016_3.tar.bz2  3 years and 9 months ago 75 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41ha9c7abe_3.tar.bz2  3 years and 9 months ago 49 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_3.tar.bz2  3 years and 9 months ago 966 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r40h749f5a1_3.tar.bz2  3 years and 9 months ago 530 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r41h859d828_3.tar.bz2  3 years and 9 months ago 6418 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r36h1a6e9bf_3.tar.bz2  4 years and 2 months ago 424 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r40he816bda_3.tar.bz2  4 years and 2 months ago 1074 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r36he816bda_3.tar.bz2  4 years and 2 months ago 1091 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r36ha9c7abe_3.tar.bz2  4 years and 2 months ago 45 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r40ha9c7abe_3.tar.bz2  4 years and 2 months ago 47 main
conda 33.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r36h6fc6016_3.tar.bz2  4 years and 2 months ago 71 main
conda 31.1 kB | osx-64/r-tmvnsim-1.0_2-r40h1a6e9bf_3.tar.bz2  4 years and 2 months ago 282 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r36h859d828_3.tar.bz2  4 years and 2 months ago 8107 main
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