hdtg: Generate Samples from Multivariate Truncated Normal
Distributions
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) <arXiv:2104.07694>, and harmonic Monte in Ari Pakman
and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.
| Version: |
0.2.0 |
| Imports: |
Rcpp, RcppParallel, RcppXsimd, mgcv, stats, Rdpack |
| LinkingTo: |
Rcpp, RcppEigen, RcppParallel, RcppXsimd |
| Published: |
2022-08-07 |
| Author: |
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) |
| Maintainer: |
Zhenyu Zhang <zhangzhenyusa at gmail.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++14 |
| Citation: |
hdtg citation info |
| CRAN checks: |
hdtg results |
Documentation:
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