nntmvn

Draw Samples of Truncated Multivariate Normal Distributions

CRAN Package

Draw samples from truncated multivariate normal distribution using the sequential nearest neighbor (SNN) method introduced in "Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation" doi:10.48550/arXiv.2406.17307.

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  • Imports3 packages
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