rmvnormprec: Gaussian sampler using the Cholesky decomposition of the...
In lbelzile/mgp: Multivariate generalized Pareto models
rmvnormprec R Documentation
Gaussian sampler using the Cholesky decomposition of the precision matrix
Description
Gaussian sampler using the Cholesky decomposition of the precision matrix
Usage
rmvnormprec(n, mu = rep(0, ncol(precis)), precis)
Arguments
n
sample size
mu
mean vector
precis
precision matrix
Value
sample of size n from the multivariate Gaussian distribution
lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.
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| rmvnormprec | R Documentation |
Gaussian sampler using the Cholesky decomposition of the precision matrix
Description
Gaussian sampler using the Cholesky decomposition of the precision matrix
Usage
rmvnormprec(n, mu = rep(0, ncol(precis)), precis)
Arguments
n |
sample size |
mu |
mean vector |
precis |
precision matrix |
Value
sample of size n from the multivariate Gaussian distribution
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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