hdtg0.3.3 package

Create a Zigzag-HMC engine object

Create a Zigzag-NUTS engine object

Draw a random Laplace momentum

One-step Harmonic HMC Sampler (Whitened Coordinates)

Efficient Cholesky decomposition

Set the mean for the target MTN

Set the precision matrix for the target MTN

Get an eligible initial value for a MTN with given mean and truncation...

Draw one Markovian zigzag sample

Draw one MTN sample with Zigzag-HMC or Zigzag-NUTS

Sample from a truncated Gaussian distribution with the harmonic HMC

Markovian Zigzag Sampler

Sample from a truncated Gaussian distribution