gaussSamp: Sample from a Gaussian with a given covariance.

In alkalait/gptk: Gaussian Processes Tool-Kit

Description

samples a given number of samples from a Gaussian with a given covariance matrix.

Usage

gaussSamp(mu=matrix(0,nrow=dim(Sigma)[1]), Sigma, numSamps)

Arguments

mu	the mean of the Gaussian to sample from.
Sigma	the covariance of the Gaussian to sample from.
numSamps	the number of samples to take from the Gaussian.

Value

y	the samples from the Gaussian

See Also

rnorm, eigen.

Examples

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alkalait/gptk documentation built on March 7, 2020, 6:30 a.m.