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hdtg  

Generate Samples from Multivariate Truncated Normal Distributions
View on CRAN: Click here


Download and install hdtg package within the R console
Install from CRAN:
install.packages("hdtg")

Install from Github:
library("remotes")
install_github("cran/hdtg")

Install by package version:
library("remotes")
install_version("hdtg", "0.2.3")



Attach the package and use:
library("hdtg")
Maintained by
Zhenyu Zhang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-06-28
Latest Update: 2025-05-20
Description:
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 (2021) , and harmonic Monte in Ari Pakman and Liam Paninski (2014) .
How to cite:
Zhenyu Zhang (2022). hdtg: Generate Samples from Multivariate Truncated Normal Distributions. R package version 0.2.3, https://cran.r-project.org/web/packages/hdtg. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.1.0 (2022-06-28 09:20), 0.2.0 (2022-08-07 02:30), 0.2.1 (2025-05-20 23:50), 0.2.2 (2025-10-25 09:30), 0.2.3 (2025-10-28 10:40), 0.3.3 (2026-01-26 05:20)
Other packages that cited hdtg R package
View hdtg citation profile
Other R packages that hdtg depends, imports, suggests or enhances
Complete documentation for hdtg
Functions, R codes and Examples using the hdtg R package
Some associated functions: cholesky . createEngine . createNutsEngine . getInitialPosition . getZigzagSample . harmonicHMC . setMean . setPrecision . zigzagHMC . 
Some associated R codes: RcppExports.R . getSampleFunctions.R . harmonicHMC.R . hdtg.R . zigzagHMC.R .  Full hdtg package functions and examples
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