Description
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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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | 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 | OK |
Check details (4 non-OK)
CRAN incoming feasibility
Maintainer: ‘Samsiddhi Bhattacharjee <sb1@nibmg.ac.in>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Samsiddhi",
family = "Bhattacjarjee",
role = "aut",
email = "sb1@nibmg.ac.in"),
person(given = "Samsiddhi",
family = "Bhattacharjee",
role = "cre",
email = "sb1@nibmg.ac.in"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Samsiddhi Bhattacharjee <sb1@nibmg.ac.in>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Samsiddhi",
family = "Bhattacjarjee",
role = "aut",
email = "sb1@nibmg.ac.in"),
person(given = "Samsiddhi",
family = "Bhattacharjee",
role = "cre",
email = "sb1@nibmg.ac.in"))
as necessary.
compiled code
File ‘tmvnsim/libs/tmvnsim.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
compiled code
File ‘tmvnsim/libs/tmvnsim.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Samsiddhi Bhattacharjee <sb1@nibmg.ac.in>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Samsiddhi",
family = "Bhattacjarjee",
role = "aut",
email = "sb1@nibmg.ac.in"),
person(given = "Samsiddhi",
family = "Bhattacharjee",
role = "cre",
email = "sb1@nibmg.ac.in"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Samsiddhi Bhattacharjee <sb1@nibmg.ac.in>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Samsiddhi",
family = "Bhattacjarjee",
role = "aut",
email = "sb1@nibmg.ac.in"),
person(given = "Samsiddhi",
family = "Bhattacharjee",
role = "cre",
email = "sb1@nibmg.ac.in"))
as necessary.
compiled code
File ‘tmvnsim/libs/tmvnsim.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
compiled code
File ‘tmvnsim/libs/tmvnsim.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.