nntmvn

Authors Jian Cao, Matthias Katzfuss

Last update 3 December 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.0, 1.1.0, 1.2.0, 1.3.0

Description

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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