全部搜尋項
bullseye  ] [  bookworm  ] [  trixie  ] [  sid  ]
[ 原始碼: r-cran-tmvnsim  ]

套件:r-cran-tmvnsim(1.0-2-1)

r-cran-tmvnsim 的相關連結

Screenshot

Debian 的資源:

下載原始碼套件 r-cran-tmvnsim

維護者:

外部的資源:

相似套件:

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.

其他與 r-cran-tmvnsim 有關的套件

  • 依賴
  • 推薦
  • 建議
  • 增強

下載 r-cran-tmvnsim

下載可用於所有硬體架構的
硬體架構 套件大小 安裝後大小 檔案
armhf 18。8 kB60。0 kB [檔案列表]