Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.
| Version: | 0.1 |
| Depends: | Rcpp (≥ 0.9.13), RcppEigen (≥ 0.3.0) |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2012-08-23 |
| Author: | Ari Pakman |
| Maintainer: | Ari Pakman <ari at stat.columbia.edu> |
| License: | GPL-2 |
| URL: | http://arxiv.org/abs/1208.4118 |
| NeedsCompilation: | yes |
| CRAN checks: | tmg results |
| Package source: | tmg_0.1.tar.gz |
| MacOS X binary: | tmg_0.1.tgz |
| Windows binary: | tmg_0.1.zip |
| Reference manual: | tmg.pdf |