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[ 原始碼: r-cran-tmvnsim  ]

套件: r-cran-tmvnsim (1.0-2-1)

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
  • 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
  • dep: r-api-4.0
    本虛擬套件由這些套件提供: 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

下載 r-cran-tmvnsim

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硬體架構 套件大小 安裝後大小 檔案
amd64 19.4 kB69 kB [文件列表]