Other packages > Find by keyword >

tmvmixnorm  

Sampling from Truncated Multivariate Normal and t Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tmvmixnorm", "1.2.0")



Attach the package and use:
library("tmvmixnorm")
Maintained by
Ting Fung (Ralph) Ma
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-18
Latest Update: 2020-09-18
Description:
Efficient sampling of truncated multivariate (scale) mixtures of normals under linear inequality constraints is nontrivial due to the analytically intractable normalizing constant. Meanwhile, traditional methods may subject to numerical issues, especially when the dimension is high and dependence is strong.Algorithms proposed by Li and Ghosh (2015) <doi:10.1080/15598608.2014.996690> are adopted for overcoming difficulties in simulating truncated distributions. Efficient rejection sampling for simulating truncated univariate normal distribution is included in the package, which shows superiority in terms of acceptance rate and numerical stability compared to existing methods and R packages. An efficient function for sampling from truncated multivariate normal distribution subject to convex polytope restriction regions based on Gibbs sampler for conditional truncated univariate distribution is provided. By extending the sampling method, a function for sampling truncated multivariate Student's t distribution is also developed. Moreover, the proposed method and computation remain valid for high dimensional and strong dependence scenarios. Empirical results in Li and Ghosh (2015) <doi:10.1080/15598608.2014.996690> illustrated the superior performance in terms of various criteria (e.g. mixing and integrated auto-correlation time).
How to cite:
Ting Fung (Ralph) Ma (2018). tmvmixnorm: Sampling from Truncated Multivariate Normal and t Distributions. R package version 1.2.0, https://cran.r-project.org/web/packages/tmvmixnorm. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:14), 1.0.1 (2018-07-18 13:30), 1.0.2 (2018-07-19 19:30), 1.1.0 (2020-05-19 08:50), 1.1.1 (2020-09-18 20:00)
Other packages that cited tmvmixnorm R package
View tmvmixnorm citation profile
Other R packages that tmvmixnorm depends, imports, suggests or enhances
Complete documentation for tmvmixnorm
Functions, R codes and Examples using the tmvmixnorm R package
Some associated functions: dtuvn . exp_acc_opt . exp_rej . halfnorm_acc . halfnorm_rej . imp . imp_acc . norm_acc . norm_rej . ptuvn . rtmvn . rtmvt . rtuvn . unif_acc . unif_rej . 
Some associated R codes: dtuvn.R . exp_acc.R . exp_rejection.R . halfnorm_acc.R . halfnorm_rejction.R . imp.R . imp_acc.R . normal_acc.R . normal_rejection.R . ptuvn.R . rtmvn.R . rtmvt.R . rtuvn.R . unif_acc.R . unif_rejection.R .  Full tmvmixnorm package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

abc.data  
Data Only: Tools for Approximate Bayesian Computation (ABC)
Contains data which are used by functions of the 'abc' package. ...
Download / Learn more Package Citations See dependency  
colorfindr  
Extract Colors from Windows BMP, JPEG, PNG, TIFF, and SVG Format Images
Extracts colors from various image types, returns customized reports and plots treemaps and 3D scat ...
Download / Learn more Package Citations See dependency  
climwin  
Climate Window Analysis
Contains functions to detect and visualise periods of climate sensitivity (climate windows) for a g ...
Download / Learn more Package Citations See dependency  
dineR  
Differential Network Estimation in R
An efficient and convenient set of functions to perform differential network estimation through the ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
metafor  
Meta-Analysis Package for R
A comprehensive collection of functions for conducting meta-analyses in R. The package includes func ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA