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tmvnsim

1.0-2

Truncated Multivariate Normal Simulation

2packages depend
108.3Kdownloads / year
test coverage
9/13checks pass

Overview

About
Maintained by Samsiddhi BhattacharjeeFirst published 2015-08-193 releasesCRAN page ↗

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.

Install

Health

CRAN checks
4NOTE9OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
  • NOTE r-devel-linux-x86_64-fedora-clang
  • NOTE r-devel-linux-x86_64-fedora-gcc
Slowest check: 2.1 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
0
Dependencies · direct
Check history
  • NOTE2026-03-10
    10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
78%
Return-value docs
100%
References docs
100%

Downloads

108.3K
CRAN downloads in the past year
Rank #1,340 · ~297/day · ~9K/mo
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8K30 days
22.6K90 days
108.3K1 year
Compare downloads with other packages →
Also on639 r2u15 autocran28.8K conda_forge38 c2d4u

Dependencies

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Depends (0)
none
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
2direct
2indirect

Code & Tests

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Listed in earlier versions (1)
no longer listed · 1.0-0 to 1.0-2
Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 1.0-2Latest
    2016-12-15 · current release · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0-1
    2015-09-17 · diff ↗
  • 1.0-0
    2015-08-19
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-08-19
Total releases
3 / 11 yrs
License
GPL-2 OSI
Download size
5.9 KB
Installed size
not tracked yet
With dependencies
not tracked yet

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APA

Balamuta, J. J. (2026). R Observatory: Metrics for tmvnsim version 1.0-2 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

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