Generate Samples from Multivariate Truncated Normal
Distributions
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Documentation for package ‘hdtg’ version 0.3.3
Help Pages
| cholesky | Efficient Cholesky decomposition |
| createEngine | Create a Zigzag-HMC engine object |
| createNutsEngine | Create a Zigzag-NUTS engine object |
| drawLaplaceMomentum | Draw a random Laplace momentum |
| getHarmonicSample | One-step Harmonic HMC Sampler (Whitened Coordinates) |
| getInitialPosition | Get an eligible initial value for a MTN with given mean and truncations |
| getMarkovianZigzagSample | Draw one Markovian zigzag sample |
| getZigzagSample | Draw one MTN sample with Zigzag-HMC or Zigzag-NUTS |
| harmonicHMC | Sample from a truncated Gaussian distribution with the harmonic HMC |
| markovianZigzag | Markovian Zigzag Sampler |
| setMean | Set the mean for the target MTN |
| setPrecision | Set the precision matrix for the target MTN |
| zigzagHMC | Sample from a truncated Gaussian distribution |