Matrix Operations Using Rcpp and RcppEigen

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
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.