套件: r-cran-tmvnsim (1.0-2-1)
r-cran-tmvnsim 的相關超連結
Trisquel 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:
Original Maintainer:
- Dirk Eddelbuettel
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
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- dep: libc6 (>= 2.29)
- GNU C Library: Shared libraries
同時作為一個虛擬套件由這些套件提供: libc6-udeb
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- dep: r-api-4.0
- 本虛擬套件由這些套件提供: 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