Package: tmg
Type: Package
Title: Truncated Multivariate Gaussian Sampling
Version: 0.3
Date: 2015-02-11
Author: Ari Pakman
Maintainer: Ari Pakman <ari@stat.columbia.edu>
Description: Random number generation of truncated multivariate Gaussian distributions using Hamiltonian Monte Carlo. The truncation is defined using linear and/or quadratic polynomials.
License: GPL-2
Imports: Rcpp
LinkingTo: Rcpp, RcppEigen
URL: http://arxiv.org/abs/1208.4118
Packaged: 2015-02-11 18:54:14 UTC; aripakman
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-02-11 20:57:16
