conditional_gmrf: Conditional simulation from a GMRF

In tinyVAST: Multivariate Spatio-Temporal Models using Structural Equations

Conditional simulation from a GMRF

Description

Generates samples from a Gaussian Markov random field (GMRF) conditional upon fixed values for some elements.

Usage

conditional_gmrf(
  Q,
  observed_idx,
  x_obs,
  n_sims = 1,
  what = c("simulate", "predict")
)

Arguments

Q	precision for a zero-centered GMRF.
observed_idx	integer vector listing rows of Q corresponding to fixed measurements
x_obs	numeric vector with fixed values for indices observed_idx
n_sims	integer listing number of simulated values
what	Whether to simulate from the conditional GMRF, or predict the mean and precision

Value

A matrix with n_sims columns and a row for every row of Q not in observed_idx, with simulations for those rows

tinyVAST documentation built on Sept. 13, 2025, 5:07 p.m.