Description Usage Arguments Value Examples
Sample Gaussian distribution with linear constraints Taking truncated sample of Gaussian distribution over a linear constraint domain.
1 2 3 4 5 6 7 8 9 10 11 | linconGauss(
n,
A,
b,
Sigma,
mu,
x_init = NULL,
intersection = TRUE,
n_retry_init = 1000,
nskp = 5
)
|
n |
number of samples to take |
A |
a matrix with M by D dimensions, the linear constraints, such that Ax+b>=0 |
b |
the offset of the linear constraints with dimension M such that Ax+b>=0 |
Sigma |
covariance matrix of the Gaussian |
mu |
mean vector of the Gaussian |
x_init |
the sample to start with, if NULL, a sample will be drawn using rejection method |
intersection |
bool whether sample from the intersection or the union of the linear constraints, default true, sample from the intersection |
n_retry_init |
how many times to try finding a initial value |
nskp |
how many sample to skip during the sampling routine |
a matrix with truncated sample, row as samples
1 2 3 4 5 6 |
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