Fast and Exact Simulation of Hyperplane-Truncated Multivariate Normal Distributions, with C, Python and R interfaces.
Truncated Distributions for TensorFlow.
Regression Models for predicting Loss Given Default (LGD) by accounting for the limits of the LGD variable, typically 0% to 100%. In a default scenario, The models predict the expected loss for a loan, where the response variable (LGD) is bounded by total recovery (0) and total loss (1).
Solve for parameters of a truncated distribution.
R package to generate data related to the Truncated Exponential Family
Add a description, image, and links to the truncated-distribution topic page so that developers can more easily learn about it.
To associate your repository with the truncated-distribution topic, visit your repo's landing page and select "manage topics."