inst/snippet/mvn-marginal01.R

A <- rbind(c(1, 0, 0), c(1, 1, 0), c(1, 2, 1))
# covariance matrix
Sigma<- A %*% t(A); Sigma
# marginal covariance matrix
Sigma[-3, -3]

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fastR2 documentation built on Nov. 9, 2023, 9:06 a.m.