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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