CRAN/E | hdtg

hdtg

Generate Samples from Multivariate Truncated Normal Distributions

Installation

About

Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2021) , and harmonic Monte in Ari Pakman and Liam Paninski (2014) doi:10.1080/10618600.2013.788448.

Citation hdtg citation info
System requirements C++14

Key Metrics

Version 0.2.0
Published 2022-08-07 637 days ago
Needs compilation? yes
License MIT
License File
CRAN checks hdtg results

Downloads

Yesterday 0
Last 7 days 4 0%
Last 30 days 16 -27%
Last 90 days 78 -12%
Last 365 days 274 -86%

Maintainer

Maintainer

Zhenyu Zhang

zhangzhenyusa@gmail.com

Authors

Zhenyu Zhang

aut / cre

Andrew Chin

aut

Akihiko Nishimura

aut

Marc A. Suchard

aut

John W. Ratcliff et al.

cph / ctb

(authors and copyright holders of see2neon.h under an MIT license)

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

hdtg archive

Imports

Rcpp
RcppParallel
RcppXsimd
mgcv
stats
Rdpack

LinkingTo

Rcpp
RcppEigen
RcppParallel
RcppXsimd