View source: R/gaussian_couplings.R

Sample from maximal coupling of two multivariate Normal distributions, specified through their means and covariance matrices.

1 | ```
gaussian_max_coupling(mu1, mu2, Sigma1, Sigma2)
``` |

`mu1` |
mean of first distribution |

`mu2` |
mean of second distribution |

`Sigma1` |
Variance of first distribution |

`Sigma2` |
Variance of second distribution |

pierrejacob/unbiasedpathsampling documentation built on May 17, 2019, 12:03 p.m.

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