Package: nntmvn 1.2.0

nntmvn: Draw Samples of Truncated Multivariate Normal Distributions

Draw samples from truncated multivariate normal distribution using the sequential nearest neighbor (SNN) method introduced in "Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation" <doi:10.48550/arXiv.2406.17307>.

Authors:Jian Cao [aut, cre], Matthias Katzfuss [aut]

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nntmvn.pdf |nntmvn.html
nntmvn/json (API)

# Install 'nntmvn' in R:
install.packages('nntmvn', repos = c('https://jcatwood.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jcatwood/nntmvn/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

cpp

2.85 score 3 scripts 281 downloads 3 exports 12 dependencies

Last updated 5 hours agofrom:6824e0f906. Checks:11 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 08 2025
R-4.5-win-x86_64OKFeb 08 2025
R-4.5-mac-x86_64OKFeb 08 2025
R-4.5-mac-aarch64OKFeb 08 2025
R-4.5-linux-x86_64OKFeb 08 2025
R-4.4-win-x86_64OKFeb 08 2025
R-4.4-mac-x86_64OKFeb 08 2025
R-4.4-mac-aarch64OKFeb 08 2025
R-4.3-win-x86_64OKFeb 08 2025
R-4.3-mac-x86_64OKFeb 08 2025
R-4.3-mac-aarch64OKFeb 08 2025

Exports:corr_nnrptmvnrtmvn

Dependencies:alabamaBHFNNGpGpnleqslvnumDerivqrngRANNRcppRcppArmadillospacefillrTruncatedNormal