create_block_cMVN_sampler: Set up a a function for direct sampling from a constrained...

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Set up a a function for direct sampling from a constrained multivariate normal distribution

Description

Set up a a function for direct sampling from a constrained multivariate normal distribution

Usage

create_block_cMVN_sampler(
  mbs,
  X,
  Q,
  R = NULL,
  r = NULL,
  sampler,
  name = "x",
  chol.control
)

Arguments

mbs	block component containing several model components.
X	design matrix.
Q	precision matrix.
R	equality restriction matrix.
r	rhs vector for equality constraints R'x = r, where R' denotes the transpose of R.
sampler	sampler object as created by create_sampler.
name	name of the cMVN vector parameter.
chol.control	options for Cholesky decomposition, see chol_control.

Value

An environment with precomputed quantities and functions for sampling from a multivariate normal distribution subject to equality constraints.

mcmcsae documentation built on April 12, 2025, 2:25 a.m.