hdtg

Generate Samples from Multivariate Truncated Normal Distributions

v0.3.4 · Feb 11, 2026 · MIT + file LICENSE

Description

Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte Carlo in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

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CRAN Check Status

2 NOTE

12 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	88s
r-devel-linux-x86_64-debian-gcc	OK	65.5s
r-devel-linux-x86_64-fedora-clang	OK	116.4s
r-devel-linux-x86_64-fedora-gcc	OK	151.8s
r-devel-macos-arm64	OK	21s
r-devel-windows-x86_64	OK	137s
r-oldrel-macos-arm64	NOTE	25s
r-oldrel-macos-x86_64	NOTE	210s
r-oldrel-windows-x86_64	OK	156s
r-patched-linux-x86_64	OK	86.8s
r-release-linux-x86_64	OK	82.3s
r-release-macos-arm64	OK	19s
r-release-macos-x86_64	OK	180s
r-release-windows-x86_64	OK	131s

Check details (14 non-OK)

OK r-devel-linux-x86_64-debian-clang

OK r-devel-linux-x86_64-debian-gcc

OK r-devel-linux-x86_64-fedora-clang

OK r-devel-linux-x86_64-fedora-gcc

OK r-devel-macos-arm64

OK r-devel-windows-x86_64

NOTE r-oldrel-macos-arm64

installed package size

  installed size is 12.1Mb
  sub-directories of 1Mb or more:
    libs  12.0Mb

NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 12.8Mb
  sub-directories of 1Mb or more:
    libs  12.7Mb

OK r-oldrel-windows-x86_64

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

OK r-release-macos-arm64

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-oldrel-macos-arm64

installed package size

  installed size is 12.1Mb
  sub-directories of 1Mb or more:
    libs  12.0Mb

NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 12.8Mb
  sub-directories of 1Mb or more:
    libs  12.7Mb

Dependency Network

Version History

new 0.3.4 Mar 9, 2026