https://bugzilla.redhat.com/show_bug.cgi?id=1867407 Bug ID: 1867407 Summary: Review Request: R-tmvnsim - Truncated Multivariate Normal Simulation Product: Fedora Version: rawhide Status: NEW Component: Package Review Assignee: nobody@xxxxxxxxxxxxxxxxx Reporter: quantum.analyst@xxxxxxxxx QA Contact: extras-qa@xxxxxxxxxxxxxxxxx CC: package-review@xxxxxxxxxxxxxxxxxxxxxxx Target Milestone: --- Classification: Fedora Spec URL: https://qulogic.fedorapeople.org/reviews/R-tmvnsim/R-tmvnsim.spec SRPM URL: https://qulogic.fedorapeople.org/reviews/R-tmvnsim/R-tmvnsim-1.0.2-1.fc31.src.rpm 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. Koji scratch build: https://koji.fedoraproject.org/koji/taskinfo?taskID=48980010 -- You are receiving this mail because: You are on the CC list for the bug. You are always notified about changes to this product and component _______________________________________________ package-review mailing list -- package-review@xxxxxxxxxxxxxxxxxxxxxxx To unsubscribe send an email to package-review-leave@xxxxxxxxxxxxxxxxxxxxxxx Fedora Code of Conduct: https://docs.fedoraproject.org/en-US/project/code-of-conduct/ List Guidelines: https://fedoraproject.org/wiki/Mailing_list_guidelines List Archives: https://lists.fedoraproject.org/archives/list/package-review@xxxxxxxxxxxxxxxxxxxxxxx
