This is an R package that implements Hamiltonian Monte Carlo
(Pakman and Paninski, 2014) to sample from a
Gaussian distribution truncated with linear constraints. The sampler was written
in C++ for fast computation and connected to R using Rcpp.
This package reuses part of the code from the tmg package
(link to CRAN) and
fixes an edge case in tmg.
You can painlessly install this package using devtools, which can be
downloaded and installed with the following one-liner:
install.packages("devtools")
Then, the installation of this package is just
devtools::install_github("weiyaw/blackbox")