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Name: R-tmvnsim | Distribution: Fedora Project |
Version: 1.0.2 | Vendor: Fedora Project |
Release: 13.fc40 | Build date: Mon Jan 22 23:24:27 2024 |
Group: Unspecified | Build host: buildvm-s390x-06.s390.fedoraproject.org |
Size: 40135 | Source RPM: R-tmvnsim-1.0.2-13.fc40.src.rpm |
Packager: Fedora Project | |
Url: https://CRAN.R-project.org/package=tmvnsim | |
Summary: Truncated Multivariate Normal Simulation |
Importance sampling from the truncated multivariate normal using the GHK (Geweke-Hajivassiliou-Keane) simulator. Unlike Gibbs sampling which can get stuck in one truncation sub-region depending on initial values, this package allows truncation based on disjoint regions that are created by truncation of absolute values. The GHK algorithm uses simple Cholesky transformation followed by recursive simulation of univariate truncated normals hence there are also no convergence issues. Importance sample is returned along with sampling weights, based on which, one can calculate integrals over truncated regions for multivariate normals.
GPLv2
* Mon Jan 22 2024 Fedora Release Engineering <releng@fedoraproject.org> - 1.0.2-13 - Rebuilt for https://fedoraproject.org/wiki/Fedora_40_Mass_Rebuild * Fri Jan 19 2024 Fedora Release Engineering <releng@fedoraproject.org> - 1.0.2-12 - Rebuilt for https://fedoraproject.org/wiki/Fedora_40_Mass_Rebuild * Wed Jul 19 2023 Fedora Release Engineering <releng@fedoraproject.org> - 1.0.2-11 - Rebuilt for https://fedoraproject.org/wiki/Fedora_39_Mass_Rebuild * Fri Apr 21 2023 Iñaki Úcar <iucar@fedoraproject.org> - 1.0.2-10 - R-maint-sig mass rebuild * Wed Jan 18 2023 Fedora Release Engineering <releng@fedoraproject.org> - 1.0.2-9 - Rebuilt for https://fedoraproject.org/wiki/Fedora_38_Mass_Rebuild * Fri Aug 19 2022 Tom Callaway <spot@fedoraproject.org> - 1.0.2-8 - rebuild for R 4.2.1 * Wed Jul 20 2022 Fedora Release Engineering <releng@fedoraproject.org> - 1.0.2-7 - Rebuilt for https://fedoraproject.org/wiki/Fedora_37_Mass_Rebuild
/usr/lib/.build-id /usr/lib/.build-id/93 /usr/lib/.build-id/93/31f1a84c0f3748df44556fcaee025c23ff1d39 /usr/lib64/R/library/tmvnsim /usr/lib64/R/library/tmvnsim/DESCRIPTION /usr/lib64/R/library/tmvnsim/INDEX /usr/lib64/R/library/tmvnsim/Meta /usr/lib64/R/library/tmvnsim/Meta/Rd.rds /usr/lib64/R/library/tmvnsim/Meta/features.rds /usr/lib64/R/library/tmvnsim/Meta/hsearch.rds /usr/lib64/R/library/tmvnsim/Meta/links.rds /usr/lib64/R/library/tmvnsim/Meta/nsInfo.rds /usr/lib64/R/library/tmvnsim/Meta/package.rds /usr/lib64/R/library/tmvnsim/NAMESPACE /usr/lib64/R/library/tmvnsim/R /usr/lib64/R/library/tmvnsim/R/tmvnsim /usr/lib64/R/library/tmvnsim/R/tmvnsim.rdb /usr/lib64/R/library/tmvnsim/R/tmvnsim.rdx /usr/lib64/R/library/tmvnsim/help /usr/lib64/R/library/tmvnsim/help/AnIndex /usr/lib64/R/library/tmvnsim/help/aliases.rds /usr/lib64/R/library/tmvnsim/help/paths.rds /usr/lib64/R/library/tmvnsim/help/tmvnsim.html /usr/lib64/R/library/tmvnsim/help/tmvnsim.rdb /usr/lib64/R/library/tmvnsim/help/tmvnsim.rdx /usr/lib64/R/library/tmvnsim/html /usr/lib64/R/library/tmvnsim/html/00Index.html /usr/lib64/R/library/tmvnsim/html/R.css /usr/lib64/R/library/tmvnsim/html/tmvnsim.html /usr/lib64/R/library/tmvnsim/libs /usr/lib64/R/library/tmvnsim/libs/tmvnsim.so
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