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[ 原始碼: r-cran-tmvnsim  ]

套件:r-cran-tmvnsim(1.0-2-1 以及其他的)

r-cran-tmvnsim 的相關連結

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下載原始碼套件 r-cran-tmvnsim

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外部的資源:

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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.

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下載 r-cran-tmvnsim

下載可用於所有硬體架構的
硬體架構 版本 套件大小 安裝後大小 檔案
amd64 1.0-2-1+b1 19。7 kB70。0 kB [檔案列表]
arm64 1.0-2-1 19。1 kB60。0 kB [檔案列表]
armel 1.0-2-1 20。6 kB64。0 kB [檔案列表]
armhf 1.0-2-1 18。8 kB60。0 kB [檔案列表]
i386 1.0-2-1 19。3 kB68。0 kB [檔案列表]
mips64el 1.0-2-1 19。3 kB61。0 kB [檔案列表]
mipsel 1.0-2-1 19。2 kB60。0 kB [檔案列表]
ppc64el 1.0-2-1 19。9 kB117。0 kB [檔案列表]
s390x 1.0-2-1 19。3 kB60。0 kB [檔案列表]