nntmvn: Draw Samples of Truncated Multivariate Normal Distributions

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>.

Version: 1.1.0
Imports: GpGp, TruncatedNormal, RANN
LinkingTo: Rcpp
Published: 2025-01-24
DOI: 10.32614/CRAN.package.nntmvn
Author: Jian Cao [aut, cre], Matthias Katzfuss [aut]
Maintainer: Jian Cao <jcao2416 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: nntmvn results

Documentation:

Reference manual: nntmvn.pdf

Downloads:

Package source: nntmvn_1.1.0.tar.gz
Windows binaries: r-devel: nntmvn_1.1.0.zip, r-release: nntmvn_1.1.0.zip, r-oldrel: nntmvn_1.1.0.zip
macOS binaries: r-release (arm64): nntmvn_1.1.0.tgz, r-oldrel (arm64): nntmvn_1.0.0.tgz, r-release (x86_64): nntmvn_1.1.0.tgz, r-oldrel (x86_64): nntmvn_1.0.0.tgz
Old sources: nntmvn archive

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