gaussian_max_coupling_cholesky_R: Maximal coupling of two multivariate Normal distributions

Description Usage Arguments

View source: R/gaussian_couplings.R

Description

Sample from maximal coupling of two multivariate Normal distributions, specified through their means, the Cholesky factors of their covariance matrices, and the Cholesky factors of the inverse covariance matrices (i.e. the precision matrices).

Usage

1
2
gaussian_max_coupling_cholesky_R(mu1, mu2, Cholesky1, Cholesky2,
  Cholesky_inverse1, Cholesky_inverse2)

Arguments

mu1

mean of first distribution

mu2

mean of second distribution

Cholesky1

Cholesky factor of variance of first distribution

Cholesky2

Cholesky factor of variance of second distribution

Cholesky_inverse1

Cholesky factor of precision of first distribution

Cholesky_inverse2

Cholesky factor of precision of second distribution


lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.