---
- branch: MAIN
  date: Sat Sep 18 01:38:00 UTC 2021
  files:
  - new: '1.1'
    old: '0'
    path: pkgsrc/math/R-tmvnsim/DESCR
    pathrev: pkgsrc/math/R-tmvnsim/DESCR@1.1
    type: added
  - new: '1.1'
    old: '0'
    path: pkgsrc/math/R-tmvnsim/Makefile
    pathrev: pkgsrc/math/R-tmvnsim/Makefile@1.1
    type: added
  - new: '1.1'
    old: '0'
    path: pkgsrc/math/R-tmvnsim/distinfo
    pathrev: pkgsrc/math/R-tmvnsim/distinfo@1.1
    type: added
  id: 20210918T013800Z.a8f8e18d6323347087fabc8d465d3d2ebacec0f9
  log: |
    (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.
  module: pkgsrc
  subject: 'CVS commit: pkgsrc/math/R-tmvnsim'
  unixtime: '1631929080'
  user: mef