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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 24 days ago 50 main
conda 33.8 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43hcbafff3_6.conda  6 months and 24 days ago 51 main
conda 36.9 kB | win-64/r-tmvnsim-1.0_2-r43hb0f4521_6.conda  6 months and 24 days ago 196 main
conda 37.0 kB | win-64/r-tmvnsim-1.0_2-r44hb0f4521_6.conda  6 months and 24 days ago 223 main
conda 32.9 kB | osx-arm64/r-tmvnsim-1.0_2-r44h7807725_6.conda  6 months and 24 days ago 97 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r44h9612530_6.conda  6 months and 24 days ago 205 main
conda 33.0 kB | osx-arm64/r-tmvnsim-1.0_2-r43h7807725_6.conda  6 months and 24 days ago 102 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r44h5b510ea_6.conda  6 months and 24 days ago 91 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r43h5b510ea_6.conda  6 months and 24 days ago 239 main
conda 32.4 kB | osx-64/r-tmvnsim-1.0_2-r43h9612530_6.conda  6 months and 24 days ago 290 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43hbcb9c34_6.conda  6 months and 24 days ago 3013 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r44hbcb9c34_6.conda  6 months and 24 days ago 1580 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r43ha774786_5.conda  1 year and 7 months ago 60 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42ha774786_5.conda  1 year and 7 months ago 59 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_5.conda  1 year and 7 months ago 2602 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r43h81fe24e_5.conda  1 year and 7 months ago 124 main
conda 32.2 kB | osx-64/r-tmvnsim-1.0_2-r43hfe07776_5.conda  1 year and 7 months ago 343 main
conda 32.8 kB | osx-arm64/r-tmvnsim-1.0_2-r42h81fe24e_5.conda  1 year and 7 months ago 120 main
conda 31.9 kB | osx-64/r-tmvnsim-1.0_2-r42hfe07776_5.conda  1 year and 7 months ago 350 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r42hd5055e1_5.conda  1 year and 7 months ago 84 main
conda 33.9 kB | linux-aarch64/r-tmvnsim-1.0_2-r43hd5055e1_5.conda  1 year and 7 months ago 146 main
conda 33.3 kB | linux-64/r-tmvnsim-1.0_2-r42h61816a4_5.conda  1 year and 7 months ago 4840 main
conda 33.4 kB | linux-64/r-tmvnsim-1.0_2-r43h61816a4_5.conda  1 year and 7 months ago 5487 main
conda 34.4 kB | linux-ppc64le/r-tmvnsim-1.0_2-r42h169bc6f_4.tar.bz2  2 years and 3 months ago 34 main
conda 34.2 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41h169bc6f_4.tar.bz2  2 years and 3 months ago 35 main
conda 38.8 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_4.tar.bz2  2 years and 3 months ago 802 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r42h505ec0b_4.tar.bz2  2 years and 3 months ago 83 main
conda 31.7 kB | osx-64/r-tmvnsim-1.0_2-r42h1e4e481_4.tar.bz2  2 years and 3 months ago 258 main
conda 32.7 kB | osx-arm64/r-tmvnsim-1.0_2-r41h505ec0b_4.tar.bz2  2 years and 3 months ago 89 main
conda 31.5 kB | osx-64/r-tmvnsim-1.0_2-r41h1e4e481_4.tar.bz2  2 years and 3 months ago 287 main
conda 34.2 kB | linux-aarch64/r-tmvnsim-1.0_2-r42h7d6fccf_4.tar.bz2  2 years and 3 months ago 79 main
conda 34.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h7d6fccf_4.tar.bz2  2 years and 3 months ago 60 main
conda 32.8 kB | linux-64/r-tmvnsim-1.0_2-r41h8da6f51_4.tar.bz2  2 years and 3 months ago 4609 main
conda 33.0 kB | linux-64/r-tmvnsim-1.0_2-r42h8da6f51_4.tar.bz2  2 years and 3 months ago 5731 main
conda 32.0 kB | osx-arm64/r-tmvnsim-1.0_2-r40h946febc_3.tar.bz2  2 years and 11 months ago 77 main
conda 32.1 kB | osx-arm64/r-tmvnsim-1.0_2-r41h946febc_3.tar.bz2  2 years and 11 months ago 80 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r41h749f5a1_3.tar.bz2  3 years and 7 months ago 665 main
conda 32.8 kB | linux-aarch64/r-tmvnsim-1.0_2-r41h6fc6016_3.tar.bz2  3 years and 8 months ago 75 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r41ha9c7abe_3.tar.bz2  3 years and 8 months ago 49 main
conda 38.2 kB | win-64/r-tmvnsim-1.0_2-r41he816bda_3.tar.bz2  3 years and 8 months ago 963 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r40h749f5a1_3.tar.bz2  3 years and 8 months ago 525 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r41h859d828_3.tar.bz2  3 years and 8 months ago 6282 main
conda 31.2 kB | osx-64/r-tmvnsim-1.0_2-r36h1a6e9bf_3.tar.bz2  4 years and 1 month ago 424 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r40he816bda_3.tar.bz2  4 years and 1 month ago 1070 main
conda 39.6 kB | win-64/r-tmvnsim-1.0_2-r36he816bda_3.tar.bz2  4 years and 1 month ago 1083 main
conda 33.7 kB | linux-ppc64le/r-tmvnsim-1.0_2-r36ha9c7abe_3.tar.bz2  4 years and 1 month ago 44 main
conda 33.6 kB | linux-ppc64le/r-tmvnsim-1.0_2-r40ha9c7abe_3.tar.bz2  4 years and 1 month ago 47 main
conda 33.0 kB | linux-aarch64/r-tmvnsim-1.0_2-r36h6fc6016_3.tar.bz2  4 years and 1 month ago 71 main
conda 31.1 kB | osx-64/r-tmvnsim-1.0_2-r40h1a6e9bf_3.tar.bz2  4 years and 1 month ago 282 main
conda 32.7 kB | linux-64/r-tmvnsim-1.0_2-r36h859d828_3.tar.bz2  4 years and 1 month ago 7965 main
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