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rmvnorm
2011 Sep 20
0
rtmvnorm performance issues
When sampling from a multi-variate truncated normal using rtmvnorm from
the tmvnorm-package, I experience extreme performance differences between
two of my computers. On my laptop computer, draws take ~5s, on my desktop
~30s. I need to run MCMCs with repeat calls to rtmvnorm on my desktop. The
code in both cases is exactly the same. rtmvnorm seems not to have...