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restrictedMVN

swMATH ID: 38393
Software Authors: Jonathan Taylor; Yuval Benjamini
Description: R package restrictedMVN: Multivariate Normal Restricted by Affine Constraints. A fast Gibbs sampler for multivariate normal with affine constraints.
Homepage: https://cran.r-project.org/web/packages/restrictedMVN/index.html
Dependencies: R
Related Software: tmg; QSIMVN; Spearmint; DiceOptim; DiceKriging; MORET; DiceEval; PMTK; DiceDesign; NLopt
Referenced in: 2 Publications

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