hdtg

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Generate Samples from Multivariate Truncated Normal Distributions

Akihiko Nishimura, Zhenyu Zhang, Andrew Chin, Marc A. Suchard

Last update: 7 August 2022

Copyright license: MIT license, File License

Software version identifier: 0.1.0, 0.2.0

Source code repository: https://github.com/cran/hdtg

Cites work

• Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians
• Hamiltonian zigzag sampler got more momentum than its Markovian counterpart: Equivalence of two zigzags under a momentum refreshment limit

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