Draw Samples of Truncated Multivariate Normal Distributions


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Documentation for package ‘nntmvn’ version 1.2.0

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corr_nn Find ordered nearest neighbors based on correlation, assuming the absolute value of the correlation is monotonically decreasing with distance. Returns an n X (m + 1) matrix, each row indicating the m + 1 nearest neighbors including itself.
nntmvn nntmvn
rptmvn Draw one sample of the underlying GP responses for a partially censored Gaussian process using sequential nearest neighbor (SNN) method
rtmvn Draw one sample from a truncated multivariate normal (TMVN) distribution using sequential nearest neighbor (SNN) method