Paketti: r-cran-tmvnsim (1.0-2-1)

[ Source: r-cran-tmvnsim  ]

GNU R package for truncated multivariate normal simulation

The package offers 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.

Muut pakettiin r-cran-tmvnsim liittyvät paketit

• dep: libc6 (>= 2.29)

  GNU-C-kirjasto: jaetut kirjastot
  myös näennäispaketti, jonka toteuttaa libc6-udeb

• dep: r-api-4.0

  näennäispaketti, jonka toteuttaa r-base-core

• dep: r-base-core (>= 4.0.1-1)

  GNU R core of statistical computation and graphics system

• dep: r-cran-rlang

  Functions for Base Types and Core R and 'Tidyverse' Features

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Imurointi kaikille saataville arkkitehtuureille

Arkkitehtuuri	Paketin koko	Koko asennettuna	Tiedostot
i386	19.3 kt	68.0 kt	[tiedostoluettelo]