rmvn_arma_scalar: A function for sampling from conditional multivariate normal...

Description Usage Arguments Examples

View source: R/RcppExports.R

Description

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

Usage

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Arguments

a

a A scalar for the Gaussian full conditional distribution precision.

b

b A d vector for the Gaussian full conditional distribution mean.

Examples

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set.seed(111)
a <- 4
b <- rnorm(1)
sample <- rmvn_arma_scalar(a, b)

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