ea_phi_multiGaussian_DL: phi-function for multivariate tempered Gaussian distribution

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

phi-function for multivariate tempered Gaussian distribution

Description

phi-function for the Exact Algorithm for multivariate tempered Gaussian distribution

Usage

ea_phi_multiGaussian_DL(dim, x, mu, inv_Sigma, beta, precondition_mat)

Arguments

dim	dimension
x	vector of length dim
mu	vector of length dim for mean
inv_Sigma	dim x dim inverse covariance matrix
beta	real value
precondition_mat	precondition matrix

Value

real value

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.