gaussSamp: Sample from a Gaussian with a given covariance.

In gptk: Gaussian Processes Tool-Kit

Description

samples a given number of samples from a Gaussian with a given covariance matrix.

Usage

gaussSamp(mu=matrix(0,nrow=dim(Sigma)[1]), Sigma, numSamps)

Arguments

mu	the mean of the Gaussian to sample from.
Sigma	the covariance of the Gaussian to sample from.
numSamps	the number of samples to take from the Gaussian.

Value

y	the samples from the Gaussian

See Also

rnorm, eigen.

Examples

## missing

Example output

Loading required package: Matrix
Loading required package: fields
Loading required package: spam
Loading required package: dotCall64
Loading required package: grid
Spam version 2.1-1 (2017-07-02) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction 
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.

Attaching package: 'spam'

The following objects are masked from 'package:base':

    backsolve, forwardsolve

Loading required package: maps

gptk documentation built on May 2, 2019, 3:27 p.m.