linconGaussR - Sampling Multivariate Normal Distribution under Linear Constraints
Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. <arxiv:1910.09328>.
Last updated 3 years ago
3.00 score 2 stars 112 downloadsrobustcov - Collection of Robust Covariance and (Sparse) Precision Matrix Estimators
Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) <doi:10.1214/18-EJS1427>.
Last updated 3 years ago
precision-matrixrobust-estimates
2.70 score 1 stars 140 downloads