# Multivariate Normal Sampling and Log-Density Evaluation

### Description

These functions allow for the sampling of and evaluation of the log-density of a multivariate normal vector.

### Usage

1 2 3 | ```
rcpp_log_dmvnorm(S,mu,x, istoep)
rcpp_rmvnorm(n,S,mu)
rcpp_rmvnorm_stable(n,S,mu)
``` |

### Arguments

`S` |
Covariance matrix of associated multivariate normal. |

`n` |
Number of (independent) samples to generate. |

`mu` |
Mean vector. |

`x` |
Vector of observations to evaluate the log-density of. |

`istoep` |
set this to |

### Author(s)

Giri Gopalan gopalan88@gmail.com

### Examples

1 | ```
#See demo/FastGPdemo.R
``` |