tmg: Truncated Multivariate Gaussian Sampling

Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.

Version: 0.3
Imports: Rcpp
LinkingTo: Rcpp, RcppEigen
Published: 2015-02-11
Author: Ari Pakman
Maintainer: Ari Pakman <ari at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: tmg results


Reference manual: tmg.pdf
Package source: tmg_0.3.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: tmg_0.3.tgz, r-oldrel: tmg_0.3.tgz
Old sources: tmg archive

Reverse dependencies:

Reverse depends: lineqGPR
Reverse suggests: anMC


Please use the canonical form to link to this page.