linconGaussR: Sampling Multivariate Normal Distribution under Linear Constraints
Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. <arXiv:1910.09328>.
| Version: | 0.1 |
| Imports: | Rcpp (≥ 1.0.7), MASS |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2021-10-26 |
| Author: | Yunyi Shen  [aut,
cre] |
| Maintainer: | Yunyi Shen <yshen99 at wisc.edu> |
| BugReports: | https://github.com/YunyiShen/linconGaussR/issues |
| License: | GPL-3 |
| URL: | https://github.com/YunyiShen/linconGaussR |
| NeedsCompilation: | yes |
| CRAN checks: | linconGaussR results |
Documentation:
| Reference manual: | linconGaussR.pdf |
Downloads:
| Package source: | linconGaussR_0.1.tar.gz |
| Windows binaries: | r-devel: linconGaussR_0.1.zip, r-release: linconGaussR_0.1.zip, r-oldrel: linconGaussR_0.1.zip |
| macOS binaries: | r-release (arm64): linconGaussR_0.1.tgz, r-oldrel (arm64): linconGaussR_0.1.tgz, r-release (x86_64): linconGaussR_0.1.tgz, r-oldrel (x86_64): linconGaussR_0.1.tgz |
Linking:
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