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nntmvn  

Draw Samples of Truncated Multivariate Normal Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nntmvn", "1.0.0")



Attach the package and use:
library("nntmvn")
Maintained by
Jian Cao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-27
Latest Update: 2024-07-27
Description:
Use the sequential nearest neighbor (SNN) method introduced in Jian Cao and Matthias Katzfuss (2024) <doi:10.48550/arXiv.2406.17307> to draw samples from the truncated multivariate normal (TMVN) distributions.
How to cite:
Jian Cao (2024). nntmvn: Draw Samples of Truncated Multivariate Normal Distributions. R package version 1.0.0, https://cran.r-project.org/web/packages/nntmvn. Accessed 21 Nov. 2024.
Previous versions and publish date:
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Complete documentation for nntmvn
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