rmvn_arma: A function for sampling from conditional multivariate normal...
In BayesMRA: Bayesian Multi-Resolution Gaussian Process Approximations

A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.

1	rmvn_arma(A, b)

`A`	`A` A d \times d `matrix` for the Gaussian full conditional distribution precision matrix.
`b`	`b` A d `vector` for the Gaussian full conditional distribution mean.

set.seed(111)
A <- diag(4)
b <- rnorm(4)
sample <- rmvn_arma(A, b)

BayesMRA documentation built on Aug. 18, 2020, 5:08 p.m.

BayesMRA index

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description