[ ソース: r-cran-tmvnsim ]
パッケージ: r-cran-tmvnsim (1.0-2-1)
r-cran-tmvnsim に関するリンク
Debian の資源:
r-cran-tmvnsim ソースパッケージをダウンロード:
- [r-cran-tmvnsim_1.0-2-1.dsc]
- [r-cran-tmvnsim_1.0-2.orig.tar.gz]
- [r-cran-tmvnsim_1.0-2-1.debian.tar.xz]
メンテナ:
外部の資源:
- ホームページ [cran.r-project.org]
類似のパッケージ:
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.
その他の r-cran-tmvnsim 関連パッケージ
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- dep: libc6 (>= 2.29)
- GNU C ライブラリ: 共有ライブラリ
以下のパッケージによって提供される仮想パッケージでもあります: libc6-udeb
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- dep: r-api-4.0
- 以下のパッケージによって提供される仮想パッケージです: r-base-core
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- dep: r-base-core (>= 4.0.1-1)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-rlang
- Functions for Base Types and Core R and 'Tidyverse' Features