rmvn_arma_chol: 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_chol(A_chol, b)

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

set.seed(111)
A <- diag(4)
A_chol <- chol(A)
b <- rnorm(4)
sample <- rmvn_arma_chol(A_chol, b)

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

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