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hdtg

Generate Samples from Multivariate Truncated Normal Distributions

v0.3.4 · Feb 11, 2026 · MIT + file LICENSE

Description

Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte Carlo in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

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r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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NOTE r-oldrel-macos-arm64

installed package size

installed size is 12.1Mb
  sub-directories of 1Mb or more:
    libs  12.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.8Mb
  sub-directories of 1Mb or more:
    libs  12.7Mb

Additional Issues

linux-arm64 Details →

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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 12.1Mb
  sub-directories of 1Mb or more:
    libs  12.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.8Mb
  sub-directories of 1Mb or more:
    libs  12.7Mb

Dependency Network

Dependencies Reverse dependencies Rcpp RcppParallel mgcv Rdpack hdtg

Version History

new 0.3.4 Mar 10, 2026
updated 0.3.4 ← 0.3.3 diff Feb 10, 2026
updated 0.3.3 ← 0.2.3 diff Jan 25, 2026
updated 0.2.3 ← 0.2.2 diff Oct 27, 2025
updated 0.2.2 ← 0.2.1 diff Oct 24, 2025
updated 0.2.1 ← 0.2.0 diff May 19, 2025
updated 0.2.0 ← 0.1.0 diff Aug 6, 2022
new 0.1.0 Jun 27, 2022