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CRAN: Package hdtg

hdtg: Generate Samples from Multivariate Truncated Normal Distributions

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 Documentation: Downloads: Linking:

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