rmvnorm: Generate from multivariate normal.

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Faster than mvtnorm::rmvnorm(). Implemented in C.

Usage

rmvnorm(n, mu, Cov, is_chol = FALSE)

Arguments

n	amount of samples to generate from
mu	column vector for the mean
Cov	covariance matrix
is_chol	if TRUE, Cov is the upper Cholesky factor of Cov

Value

a nxp matrix of samples

See Also

Other C++ functions: chol2inv(), diwishart_inverse(), dmvnorm(), inv_Cholesky_from_Cholesky(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp(), marginalLikelihood_internal(), rwish()

Other statistical functions: diwishart_inverse_R(), diwishart_inverse(), diwishart(), dmvnorm(), dwishart(), riwish_Press(), rwish()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.