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Description

Draw Samples of Truncated Multivariate Normal Distributions.

Use the sequential nearest neighbor (SNN) method introduced in Jian Cao and Matthias Katzfuss (2024) <doi:10.48550/arXiv.2406.17307> to draw samples from the truncated multivariate normal (TMVN) distributions.
Metadata

Version

1.0.0

License

Unknown

Platforms (75)

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    FreeBSD
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