Pakket: r-cran-tmvnsim (1.0-2-1 en anderen)

[ Bron: r-cran-tmvnsim  ]

GNU R package for truncated multivariate normal simulation

The package offers 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.

Andere aan r-cran-tmvnsim gerelateerde pakketten

• dep: libblas3 [hppa, m68k, sh4, sparc64]

  Basic Linear Algebra Reference implementations, shared library

  of libblas.so.3

  virtueel pakket geboden door libatlas3-base, libblas3, libblis4-openmp, libblis4-pthread, libblis4-serial, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: libc6 (>= 2.27) [riscv64]

  GNU C Bibliotheek: Gedeelde bibliotheken
  Ook een virtueel pakket geboden door: libc6-udeb

  dep: libc6 (>= 2.29) [niet alpha, ia64, riscv64, sh4]

  dep: libc6 (>= 2.30) [sh4]

• dep: libc6.1 (>= 2.29) [alpha]

  GNU C Bibliotheek: Gedeelde bibliotheken
  Ook een virtueel pakket geboden door: libc6.1-udeb

  dep: libc6.1 (>= 2.30) [ia64]

• dep: libgfortran5 (>= 8) [hppa, m68k, sh4, sparc64]

  Runtime library for GNU Fortran applications

• dep: liblapack3 [hppa, m68k, sh4, sparc64]

  Library of linear algebra routines 3 - shared version

  of liblapack.so.3

  virtueel pakket geboden door libatlas3-base, liblapack3, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: r-api-4.0

  virtueel pakket geboden door r-base-core

• dep: r-base-core (>= 4.0.1-1) [niet riscv64]

  GNU R core of statistical computation and graphics system

• dep: r-cran-rlang

  Functions for Base Types and Core R and 'Tidyverse' Features

r-cran-tmvnsim downloaden

Pakket downloaden voor alle beschikbare platforms

Platform	Versie	Pakketgrootte	Geïnstalleerde grootte	Bestanden
alpha (unofficial port)	1.0-2-1	19,4 kB	60,0 kB	[overzicht]
amd64	1.0-2-1+b1	19,7 kB	70,0 kB	[overzicht]
arm64	1.0-2-1	19,1 kB	60,0 kB	[overzicht]
armel	1.0-2-1	20,6 kB	64,0 kB	[overzicht]
armhf	1.0-2-1	18,8 kB	60,0 kB	[overzicht]
hppa (unofficial port)	1.0-2-1	19,9 kB	60,0 kB	[overzicht]
i386	1.0-2-1	19,3 kB	68,0 kB	[overzicht]
ia64 (unofficial port)	1.0-2-1	20,8 kB	66,0 kB	[overzicht]
m68k (unofficial port)	1.0-2-1	18,9 kB	60,0 kB	[overzicht]
mips64el	1.0-2-1	19,3 kB	61,0 kB	[overzicht]
ppc64 (unofficial port)	1.0-2-1	20,1 kB	117,0 kB	[overzicht]
ppc64el	1.0-2-1	19,9 kB	117,0 kB	[overzicht]
riscv64	1.0-2-1+b1	19,6 kB	62,0 kB	[overzicht]
s390x	1.0-2-1	19,3 kB	60,0 kB	[overzicht]
sh4 (unofficial port)	1.0-2-1	20,0 kB	60,0 kB	[overzicht]
sparc64 (unofficial port)	1.0-2-1	19,2 kB	61,0 kB	[overzicht]
x32 (unofficial port)	1.0-2-1	19,3 kB	68,0 kB	[overzicht]