tmvrnorm: Sampling Methods of Truncated Multivariate Normal...
In lineqGPR: Gaussian Process Regression Models with Linear Inequality Constraints
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Wrapper function with a collection of Monte Carlo and Markov Chain
Monte Carlo samplers for truncated multivariate normal distributions.
The function invokes particular samplers which depend on the class of the first argument.
Usage
1
Arguments
object
an object with:
mu (mean vector), Sigma (covariance matrix),
lb (lower bound vector), ub (upper bound vector).
nsim
an integer corresponding to the number of simulations.
...
further arguments passed to or from other methods.
Value
A matrix with the sample path. Samples are indexed by columns.
Author(s)
A. F. Lopez-Lopera.
See Also
tmvrnorm.RSM, tmvrnorm.HMC,
tmvrnorm.ExpT
lineqGPR documentation built on Jan. 11, 2020, 9:23 a.m.
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Description Usage Arguments Value Author(s) See Also
Description
Wrapper function with a collection of Monte Carlo and Markov Chain Monte Carlo samplers for truncated multivariate normal distributions. The function invokes particular samplers which depend on the class of the first argument.
Usage
1 |
Arguments
object |
an object with:
|
nsim |
an integer corresponding to the number of simulations. |
... |
further arguments passed to or from other methods. |
Value
A matrix with the sample path. Samples are indexed by columns.
Author(s)
A. F. Lopez-Lopera.
See Also
tmvrnorm.RSM, tmvrnorm.HMC,
tmvrnorm.ExpT
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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