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CVS Commit History:
20211026 12:56:13 by Nia Alarie  Files touched by this commit (458) 
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums
All checksums have been doublechecked against existing RMD160 and
SHA512 hashes

20211007 16:28:36 by Nia Alarie  Files touched by this commit (458) 
Log message:
math: Remove SHA1 hashes for distfiles

20210918 03:38:00 by Makoto Fujiwara  Files touched by this commit (3) 
Log message:
(math/Rtmvnsim) import Rtmvnsim1.0.2
Importance sampling from the truncated multivariate normal using the
GHK (GewekeHajivassiliouKeane) simulator. Unlike Gibbs sampling
which can get stuck in one truncation subregion 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.

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