rmvn_arma: A function for sampling from conditional multivariate normal...

View source: R/RcppExports.R

rmvn_armaR 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(A, b)

Arguments

A

A A d \times d matrix for the Gaussian full conditional distribution precision matrix.

b

b A d vector for the Gaussian full conditional distribution mean.


jtipton25/pgR documentation built on July 8, 2022, 12:44 a.m.