Paket: r-cran-tmvnsim (1.0-2-1 och andra)

Länkar för r-cran-tmvnsim

Debianresurser:

Hämta källkodspaketet r-cran-tmvnsim:

Ansvarig:

Dirk Eddelbuettel (QA-sida)

Externa resurser:

Hemsida [cran.r-project.org]

Liknande paket:

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.

Andra paket besläktade med r-cran-tmvnsim

beror

rekommenderar

föreslår

enhances

dep: libc6 (>= 2.29)

GNU C-bibliotek: Delade bibliotek
också ett virtuellt paket som tillhandahålls av libc6-udeb
dep: r-api-4.0

virtuellt paket som tillhandahålls av r-base-core
dep: r-base-core (>= 4.0.1-1)

GNU R core of statistical computation and graphics system
dep: r-cran-rlang

Functions for Base Types and Core R and 'Tidyverse' Features

Hämta r-cran-tmvnsim

Hämtningar för alla tillgängliga arkitekturer
Arkitektur	Version	Paketstorlek	Installerad storlek	Filer
amd64	1.0-2-1 b1	19,7 kbyte	70,0 kbyte	[filförteckning]