rmvn_ql: Sample efficiently from the MVN parameterized by Q matrix and...
In alexpghayes/hayeslib: Hayeslib
Description
i.e draw a single sample from
MVN(\ell Q^{-1}, Q^{-1})
Usage
1
rmvn_ql(Q, ell)
Arguments
Q
Precision matrix for MVN distribution
ell
Multiplicative factor combined with Q to get mean of MVN dist
alexpghayes/hayeslib documentation built on May 5, 2019, 4:47 p.m.
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Description
i.e draw a single sample from
MVN(\ell Q^{-1}, Q^{-1})
Usage
1 | rmvn_ql(Q, ell)
|
Arguments
Q |
Precision matrix for MVN distribution |
ell |
Multiplicative factor combined with |
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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