Package index

All functions

rgennorm()

Samples random draws from a generalised normal distribution using the Gibbs sampler by Waggoner & Zha (2003a)

rhaar1()

Sample random matrices from Haar distribution

rnorm1_precision_sampler()

Samples random draws from a multivariate normal distribution using the precision sampler by Chan & Jeliazkov (2009)

rtmvnorm()

Sample Random Draws From the Truncated Multivariate Normal Using the Algorithm Proposed by Yifang Li and Sujit K. Ghosh (2015)

rtmvnorm_hmc()

Generate Truncated Multivariate Normal Samples via Hamiltonian Monte Carlo

sample_variances_horseshoe()

Samples variances from the horseshoe prior using Gruber & Kastner (2024)

sample_variances_normal_gamma()

Samples variances of the Normal-Gamma prior distribution by Brown & Griffin (2010).