Description Usage Arguments Value Examples

View source: R/mcmc_functions.R

This draws a sample from a multivariate normal distribution with mean vector mu and covariance matrix Sigma. It requires the covariance matrix to be decomposed using the Cholesky method (chol).

1 | ```
mvnorm_chol(mu, chol)
``` |

`mu` |
The mean vector |

`chol` |
The cholesky decomposition of the covariance matrix Sigma |

a vector containing a sample from the distribution

1 2 3 4 |

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