A Compendium of Bayesian Statistical Routines Written in 'C++'

Documentation for package ‘StealLikeBayes’ version 1.0

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).