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[ 源代码: r-cran-tmvnsim  ]

软件包:r-cran-tmvnsim(1.0-2-1 以及其他的)

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下载源码包 r-cran-tmvnsim

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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.

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下载 r-cran-tmvnsim

下载可用于所有硬件架构的
硬件架构 版本 软件包大小 安装后大小 文件
amd64 1.0-2-1+b1 19.7 kB70.0 kB [文件列表]
arm64 1.0-2-1 19.1 kB60.0 kB [文件列表]
armel 1.0-2-1 20.6 kB64.0 kB [文件列表]
armhf 1.0-2-1 18.8 kB60.0 kB [文件列表]
i386 1.0-2-1 19.3 kB68.0 kB [文件列表]
mips64el 1.0-2-1 19.3 kB61.0 kB [文件列表]
mipsel 1.0-2-1 19.2 kB60.0 kB [文件列表]
ppc64el 1.0-2-1 19.9 kB117.0 kB [文件列表]
s390x 1.0-2-1 19.3 kB60.0 kB [文件列表]