| Name : R-tmvnsim
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.2.1
| Date : 2023-09-05 16:49:49
|
| Group : Development/Libraries/Other
| Source RPM : R-tmvnsim-1.0.2-lp155.2.1.src.rpm
|
| Size : 0.03 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Truncated Multivariate Normal Simulation
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
