Generate Samples from Multivariate Truncated Normal Distributions

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Documentation for package ‘hdtg’ version 0.2.1

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cholesky Efficient Cholesky decomposition
createEngine Create a Zigzag-HMC engine object
createNutsEngine Create a Zigzag-NUTS engine object
drawLaplaceMomentum Draw a random Laplace momentum
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
setMean Set the mean for the target MTN
setPrecision Set the precision matrix for the target MTN
zigzagHMC Sample from a truncated Gaussian distribution