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CVS log for pkgsrc/math/R-tmvnsim/distinfo

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Default branch: MAIN


Revision 1.3 / (download) - annotate - [select for diffs], Tue Oct 26 10:55:34 2021 UTC (8 months, 1 week ago) by nia
Branch: MAIN
CVS Tags: pkgsrc-2022Q2-base, pkgsrc-2022Q2, pkgsrc-2022Q1-base, pkgsrc-2022Q1, pkgsrc-2021Q4-base, pkgsrc-2021Q4, HEAD
Changes since 1.2: +2 -2 lines
Diff to previous 1.2 (colored)

math: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes

Revision 1.2 / (download) - annotate - [select for diffs], Thu Oct 7 14:28:04 2021 UTC (8 months, 4 weeks ago) by nia
Branch: MAIN
Changes since 1.1: +1 -2 lines
Diff to previous 1.1 (colored)

math: Remove SHA1 hashes for distfiles

Revision 1.1 / (download) - annotate - [select for diffs], Sat Sep 18 01:38:00 2021 UTC (9 months, 2 weeks ago) by mef
Branch: MAIN
CVS Tags: pkgsrc-2021Q3-base, pkgsrc-2021Q3

(math/R-tmvnsim) import R-tmvnsim-1.0.2

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.

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