Crandore Hub

hdtg

Generate Samples from Multivariate Truncated Normal Distributions

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 Carlo in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

Versions across snapshots

VersionRepositoryFileSize
0.3.4 rolling source/ R- hdtg_0.3.4.tar.gz 207.9 KiB
0.3.4 rolling linux/jammy R-4.5 hdtg_0.3.4.tar.gz 191.2 KiB
0.3.4 rolling linux/noble R-4.5 hdtg_0.3.4.tar.gz 197.1 KiB
0.3.4 latest source/ R- hdtg_0.3.4.tar.gz 207.9 KiB
0.3.4 latest linux/jammy R-4.5 hdtg_0.3.4.tar.gz 191.2 KiB
0.3.4 latest linux/noble R-4.5 hdtg_0.3.4.tar.gz 197.1 KiB
0.3.4 2026-04-23 source/ R- hdtg_0.3.4.tar.gz 207.9 KiB
0.3.4 2026-04-09 windows/windows R-4.5 hdtg_0.3.4.zip 504.5 KiB

Dependencies (latest)

Imports

LinkingTo

Suggests