Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.
| Version: | 0.2.1 |
| Imports: | Rcpp, RcppParallel, RcppXsimd, mgcv, stats, Rdpack |
| LinkingTo: | Rcpp, RcppEigen, RcppParallel, RcppXsimd |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-05-20 |
| DOI: | 10.32614/CRAN.package.hdtg |
| Author: | Zhenyu Zhang [aut, cre], Andrew Chin [aut], Akihiko Nishimura [aut], Marc A. Suchard [aut], John W. Ratcliff et al. [cph, ctb] (authors and copyright holders of see2neon.h under an MIT license) |
| Maintainer: | Zhenyu Zhang <zhangzhenyusa at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| SystemRequirements: | RcppXsimd (>= 1.0.0), CPU with AVX/SSE4.2 (optional for better performance) |
| Citation: | hdtg citation info |
| CRAN checks: | hdtg results |
| Reference manual: | hdtg.pdf |
| Package source: | hdtg_0.2.1.tar.gz |
| Windows binaries: | r-devel: hdtg_0.2.1.zip, r-release: hdtg_0.2.1.zip, r-oldrel: hdtg_0.2.1.zip |
| macOS binaries: | r-release (arm64): hdtg_0.2.1.tgz, r-oldrel (arm64): hdtg_0.2.1.tgz, r-release (x86_64): hdtg_0.2.1.tgz, r-oldrel (x86_64): hdtg_0.2.1.tgz |
| Old sources: | hdtg archive |
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