inst/snippet/mvn-marginal06.R

B <- A[c(1, 3, 2), c(1, 3, 2)]; B
# This is NOT the covariance matrix
B[-3, -3] %*% t(B[-3, -3])
# Nor is this (since it is the same as the matrix above)
A[-2, -2] %*% t(A[-2, -2])

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