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The GHK algorithm uses simple Cholesky\ntransformation followed by recursive simulation of univariate\ntruncated normals hence there are also no convergence issues.\nImportance sample is returned along with sampling weights,\nbased on which, one can calculate integrals over truncated\nregions for multivariate normals.", "License": "GPL-2", "URL": "https://www.r-project.org", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-09-28 10:21:10 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2016-12-15 08:05:14 UTC", "RemoteUrl": "https://github.com/cran/tmvnsim", "RemoteRef": "HEAD", "RemoteSha": "676c469daee52e4102a31c3865403a0de786ec27", "_user": "cran", "_type": "src", "_file": "tmvnsim_1.0-2.tar.gz", "_fileid": "https://r2.ropensci.org/ca96cee389dcd5d8dee0a51f0e2ae21554fe745680a488386d6201493916bc7d", "_filesize": 81206, "_sha256": "ca96cee389dcd5d8dee0a51f0e2ae21554fe745680a488386d6201493916bc7d", "_expires": "2027-01-06T10:24:47.000Z", 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