r-linconGaussR

Description

Sampling Multivariate Normal Distribution under Linear Constraints.

Description

Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. <arxiv:1910.09328>.

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Version

0.1

License

Unknown

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avr-none
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javascript-ghcjs
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Platforms75 (75)

Platforms (75)