tmvnsim
cranv1.0-2Truncated Multivariate Normal Simulation. 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
License GPL-2strong copyleft0 versions1 maintainers0 deps1,737 weekly dl
https://CRAN.R-project.org/package=tmvnsim45
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curl https://depscope.dev/api/check/cran/tmvnsimFirst published · 2016-12-15 08:08:56
Last updated · 2016-12-15T08:05:14+00:00