thresh2constraints {restrictedMVN}R Documentation

Translate between coordinate thresholds and affine constraints

Description

thresh2constraints translates lower and upper constraints on coordinates into linear and offset constraints (A*Z <= B). lower and upper can have -Inf or Inf coordinates.

Usage

thresh2constraints(d, lower = rep(-Inf, d), upper = rep(Inf, d))

Arguments

d

dimension of vector

lower

1 or d-dim lower constraints

upper

1 or d-dim upper constraints


[Package restrictedMVN version 1.0 Index]