Description Usage Arguments Author(s) Examples
These functions allow for the sampling of and evaluation of the log-density of a multivariate normal vector.
1 2 3 | rcpp_log_dmvnorm(S,mu,x, istoep)
rcpp_rmvnorm(n,S,mu)
rcpp_rmvnorm_stable(n,S,mu)
|
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 |
Giri Gopalan gopalan88@gmail.com
1 | #See demo/FastGPdemo.R
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