mvn.gibbs | R Documentation |
This function generates a Markov chain sample from a multivariate normal distribution using a two-block Gibbs sampler. The function is used mainly for implementation in the examples of this package.
mvn.gibbs(N = 10000, p, mu, sigma)
N |
number of Markov chain samples desired |
p |
dimension of the multivariate normal target distribution |
mu |
mean vector of the multivariate normal distribution |
sigma |
covariance matrix of the multivariate normal distribution |
N by p matrix of samples from the multivariate normal target distribution
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