I am running an (Markov Chain Monte Carlo) MCMC in Julia where one of the steps requires that I simulate from a Truncated Multivariate Normal Distribution(TMvN).
Right now, I call the package TruncatedNormal from R using RCall.
The Distributions package in Julia offers the Truncated options but only seems to work for ivariate distributions.
Is there a native Julia package I can use to directly simulate from a TMvN?