This is the Debian GNU/Linux r-cran-tmvnsim package of tmvnsim. The
tmvnsim package offers truncated multivariate normal simulation. It
was written by Samsiddhi Bhattacharjee.
This package was created by Dirk Eddelbuettel <email@example.com>.
The sources were downloaded from the main CRAN site
and are also available from all CRAN mirrors as e.g.
The package was renamed from its upstream name 'tmvnsim' to
'r-cran-tmvnsim' to fit the pattern of CRAN (and non-CRAN)
packages for R.
Copyright: 2015 - 2016 Samsiddhi Bhattacharjee
Copyright: 2020 Dirk Eddelbuettel <firstname.lastname@example.org>
On a Debian GNU/Linux system, the GPL license (version 2) is included
in the file /usr/share/common-licenses/GPL-2 and the GPL license
(version 3) is included in the file /usr/share/common-licenses/GPL-3
For reference, the upstream DESCRIPTION file is included below:
Title: Truncated Multivariate Normal Simulation
Author: Samsiddhi Bhattacjarjee <email@example.com>
Maintainer: Samsiddhi Bhattacharjee <firstname.lastname@example.org>
Description: 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.
Packaged: 2016-12-14 12:02:07 UTC; sb1
Date/Publication: 2016-12-15 09:05:14