rmvn_arma_chol: A function for sampling from conditional multivariate normal...
In jtipton25/BayesMRA: Bayesian Multi-Resolution Gaussian Process Approximations
rmvn_arma_chol R Documentation
A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.
Description
A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.
Usage
rmvn_arma_chol(A_chol, b)
Arguments
A_chol
A A d \times d matrix for the Gaussian full conditional distribution precision matrix Cholesky factor.
b
b A d vector for the Gaussian full conditional distribution mean.
Examples
set.seed(111)
A <- diag(4)
A_chol <- chol(A)
b <- rnorm(4)
sample <- rmvn_arma_chol(A_chol, b)
jtipton25/BayesMRA documentation built on Feb. 28, 2024, 1:27 p.m.
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| rmvn_arma_chol | R Documentation |
A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.
Description
A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.
Usage
rmvn_arma_chol(A_chol, b)
Arguments
A_chol |
|
b |
|
Examples
set.seed(111)
A <- diag(4)
A_chol <- chol(A)
b <- rnorm(4)
sample <- rmvn_arma_chol(A_chol, b)
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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