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I was using tmvtnorm package functions in PDA module, but I realized that it is veery veery slow. I'm planning to switch to TruncatedNormal.
Depending on the value of the B argument (number of replications for MC) in its TruncatedNormal::dtmvnorm function, it can be much faster than tmvtnorm::dtmvnorm. To be specific, the default value for B is 1e4 which makes TruncatedNormal::dtmvnorm even slower than tmvtnorm::dtmvnorm, but setting it to 1e2 is much faster. tmvtnorm::dtmvnorm is more precise than TruncatedNormal::dtmvnorm (when B=1e2), but it matters on the 2nd decimal place, which is fine for my purposes.
If there is no objection, I'm gonna replace tmvtnorm with TruncatedNormal.
The text was updated successfully, but these errors were encountered:
Description
I was using tmvtnorm package functions in PDA module, but I realized that it is veery veery slow. I'm planning to switch to TruncatedNormal.
Depending on the value of the B argument (number of replications for MC) in its
TruncatedNormal::dtmvnorm
function, it can be much faster thantmvtnorm::dtmvnorm
. To be specific, the default value for B is1e4
which makesTruncatedNormal::dtmvnorm
even slower thantmvtnorm::dtmvnorm
, but setting it to1e2
is much faster.tmvtnorm::dtmvnorm
is more precise thanTruncatedNormal::dtmvnorm
(whenB=1e2
), but it matters on the 2nd decimal place, which is fine for my purposes.If there is no objection, I'm gonna replace
tmvtnorm
withTruncatedNormal
.The text was updated successfully, but these errors were encountered: