hdtg: Generate Samples from Multivariate Truncated Normal Distributions (original) (raw)
Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.
| Version: | 0.2.3 |
|---|---|
| Imports: | Rcpp, RcppParallel, mgcv, stats, Rdpack |
| LinkingTo: | Rcpp, RcppEigen, RcppParallel |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-10-28 |
| DOI: | 10.32614/CRAN.package.hdtg |
| Author: | Zhenyu Zhang [aut, cre], Andrew Chin [aut], Akihiko Nishimura [aut], Marc A. Suchard [aut], John W. Ratcliff et al. [cph, ctb] (authors and copyright holders of see2neon.h under an MIT license) |
| Maintainer: | Zhenyu Zhang |
| License: | MIT + file |
| NeedsCompilation: | yes |
| SystemRequirements: | CPU with AVX/SSE4.2 (optional for better performance) |
| Citation: | hdtg citation info |
| In views: | Distributions |
| CRAN checks: | hdtg results |
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