restrictedMVN-package | Sampler from multivariate normal with affine constraints |
factor_covariance | Compute the square-root and inverse square-root of a non-negative definite matrix. |
restrictedMVN | Sampler from multivariate normal with affine constraints |
sample_from_constraints | Sample from multivariate normal distribution under affine restrictions |
thresh2constraints | Translate between coordinate thresholds and affine constraints |
whiten_constraint | Transform non-iid problem into iid problem |