draw_mnorm: Efficiently sample multivariate normal using precision matrix...

In ddtlcm: Latent Class Analysis with Dirichlet Diffusion Tree Process Prior

Efficiently sample multivariate normal using precision matrix from x ~ N(Q^{-1}a, Q^{-1}), where Q^{-1} is the precision matrix

Description

Efficiently sample multivariate normal using precision matrix from x ~ N(Q^{-1}a, Q^{-1}), where Q^{-1} is the precision matrix

Usage

draw_mnorm(precision_mat, precision_a_vec)

Arguments

precision_mat	precision matrix Q of the multivariate normal distribution
precision_a_vec	a vector a such that the mean of the multivariate normal distribution is Q^{-1}a

ddtlcm documentation built on May 29, 2024, 5:41 a.m.