[ 原始碼： r-cran-tmvnsim ]
套件：r-cran-tmvnsim（1.0-2-1）
r-cran-tmvnsim 的相關連結
Debian 的資源：
下載原始碼套件 r-cran-tmvnsim：
- [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]
維護者：
外部的資源：
- 主頁 [cran.r-project.org]
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
|
|
|
|
-
- dep: libc6 (>= 2.29)
- GNU C 函式庫：共用函式庫
同時作為一個虛擬套件由這些套件填實： libc6-udeb
-
- dep: r-api-4.0
- 本虛擬套件由這些套件填實： 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