added 6 new rcpp implementations for qfun, newton, trnd, ntail, tn, mvnpr

lbelzile / TruncatedNormal

Simulation from truncated Gaussian and Student vectors, high dimensional CDF via exponential tilting

https://lbelzile.github.io/TruncatedNormal/

8 stars 4 forks source link

Closed anthonyvankus closed 2 years ago

anthonyvankus commented 2 years ago

mvnpr2 and tn2 are still incomplete and several adjustments are needed for these functions to accept infinite values