linconGaussR

Sampling Multivariate Normal Distribution under Linear Constraints

CRAN Package

Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. .

  • Version0.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release10/26/2021

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