mvnorm_chol: Draw a sample from a multivariate normal distribution

Description Usage Arguments Value Examples

View source: R/mcmc_functions.R

Description

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).

Usage

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Arguments

mu

The mean vector

chol

The cholesky decomposition of the covariance matrix Sigma

Value

a vector containing a sample from the distribution

Examples

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mu <- c(2, 1) #mean vector
sigma <- matrix(c(2^2, 0.5*2*1, 0.5*2*1, 1^2), 2, 2) #covariacne matrix
sigma.chol <- chol(sigma) #decompose covariance matrix
#f <- mvnorm_chol(mu, sigma.chol) #draw sample

BSBT documentation built on March 15, 2021, 1:07 a.m.