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RPM resource R-tmvnsim

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.

Found 1 sites for R-tmvnsim

Found 26 RPM for R-tmvnsim

PackageSummaryDistributionDownload
R-tmvnsim-1.0.2-14.fc41.aarch64.htmlTruncated Multivariate Normal SimulationFedora Rawhide for aarch64R-tmvnsim-1.0.2-14.fc41.aarch64.rpm
R-tmvnsim-1.0.2-14.fc41.ppc64le.htmlTruncated Multivariate Normal SimulationFedora Rawhide for ppc64leR-tmvnsim-1.0.2-14.fc41.ppc64le.rpm
R-tmvnsim-1.0.2-14.fc41.s390x.htmlTruncated Multivariate Normal SimulationFedora Rawhide for s390xR-tmvnsim-1.0.2-14.fc41.s390x.rpm
R-tmvnsim-1.0.2-14.fc41.x86_64.htmlTruncated Multivariate Normal SimulationFedora Rawhide for x86_64R-tmvnsim-1.0.2-14.fc41.x86_64.rpm
R-tmvnsim-1.0.2-14.fc40.aarch64.htmlTruncated Multivariate Normal SimulationFedora 40 updates for aarch64R-tmvnsim-1.0.2-14.fc40.aarch64.rpm
R-tmvnsim-1.0.2-14.fc40.x86_64.htmlTruncated Multivariate Normal SimulationFedora 40 updates for x86_64R-tmvnsim-1.0.2-14.fc40.x86_64.rpm
R-tmvnsim-1.0.2-13.fc40.aarch64.htmlTruncated Multivariate Normal SimulationFedora 40 for aarch64R-tmvnsim-1.0.2-13.fc40.aarch64.rpm
R-tmvnsim-1.0.2-13.fc40.ppc64le.htmlTruncated Multivariate Normal SimulationFedora 40 for ppc64leR-tmvnsim-1.0.2-13.fc40.ppc64le.rpm
R-tmvnsim-1.0.2-13.fc40.s390x.htmlTruncated Multivariate Normal SimulationFedora 40 for s390xR-tmvnsim-1.0.2-13.fc40.s390x.rpm
R-tmvnsim-1.0.2-13.fc40.x86_64.htmlTruncated Multivariate Normal SimulationFedora 40 for x86_64R-tmvnsim-1.0.2-13.fc40.x86_64.rpm
R-tmvnsim-1.0.2-11.fc39.aarch64.htmlTruncated Multivariate Normal SimulationFedora 39 for aarch64R-tmvnsim-1.0.2-11.fc39.aarch64.rpm
R-tmvnsim-1.0.2-11.fc39.ppc64le.htmlTruncated Multivariate Normal SimulationFedora 39 for ppc64leR-tmvnsim-1.0.2-11.fc39.ppc64le.rpm
R-tmvnsim-1.0.2-11.fc39.s390x.htmlTruncated Multivariate Normal SimulationFedora 39 for s390xR-tmvnsim-1.0.2-11.fc39.s390x.rpm
R-tmvnsim-1.0.2-11.fc39.x86_64.htmlTruncated Multivariate Normal SimulationFedora 39 for x86_64R-tmvnsim-1.0.2-11.fc39.x86_64.rpm
R-tmvnsim-1.0.2-10.fc38.aarch64.htmlTruncated Multivariate Normal SimulationFedora 38 updates for aarch64R-tmvnsim-1.0.2-10.fc38.aarch64.rpm
R-tmvnsim-1.0.2-10.fc38.x86_64.htmlTruncated Multivariate Normal SimulationFedora 38 updates for x86_64R-tmvnsim-1.0.2-10.fc38.x86_64.rpm
R-tmvnsim-1.0.2-9.fc38.aarch64.htmlTruncated Multivariate Normal SimulationFedora 38 for aarch64R-tmvnsim-1.0.2-9.fc38.aarch64.rpm
R-tmvnsim-1.0.2-9.fc38.ppc64le.htmlTruncated Multivariate Normal SimulationFedora 38 for ppc64leR-tmvnsim-1.0.2-9.fc38.ppc64le.rpm
R-tmvnsim-1.0.2-9.fc38.s390x.htmlTruncated Multivariate Normal SimulationFedora 38 for s390xR-tmvnsim-1.0.2-9.fc38.s390x.rpm
R-tmvnsim-1.0.2-9.fc38.x86_64.htmlTruncated Multivariate Normal SimulationFedora 38 for x86_64R-tmvnsim-1.0.2-9.fc38.x86_64.rpm
R-tmvnsim-1.0.2-8.fc37.aarch64.htmlTruncated Multivariate Normal SimulationFedora 37 testing updates for aarch64R-tmvnsim-1.0.2-8.fc37.aarch64.rpm
R-tmvnsim-1.0.2-8.fc37.aarch64.htmlTruncated Multivariate Normal SimulationFedora 37 for aarch64R-tmvnsim-1.0.2-8.fc37.aarch64.rpm
R-tmvnsim-1.0.2-8.fc37.ppc64le.htmlTruncated Multivariate Normal SimulationFedora 37 for ppc64leR-tmvnsim-1.0.2-8.fc37.ppc64le.rpm
R-tmvnsim-1.0.2-8.fc37.s390x.htmlTruncated Multivariate Normal SimulationFedora 37 for s390xR-tmvnsim-1.0.2-8.fc37.s390x.rpm
R-tmvnsim-1.0.2-8.fc37.x86_64.htmlTruncated Multivariate Normal SimulationFedora 37 testing updates for x86_64R-tmvnsim-1.0.2-8.fc37.x86_64.rpm
R-tmvnsim-1.0.2-8.fc37.x86_64.htmlTruncated Multivariate Normal SimulationFedora 37 for x86_64R-tmvnsim-1.0.2-8.fc37.x86_64.rpm

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