rmvn_arma {BayesMRA}R Documentation

A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.

Description

A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.

Usage

rmvn_arma(A, b)

Arguments

A

A A d \times d matrix for the Gaussian full conditional distribution precision matrix.

b

b A d vector for the Gaussian full conditional distribution mean.

Examples

set.seed(111)
A <- diag(4)
b <- rnorm(4)
sample <- rmvn_arma(A, b)


[Package BayesMRA version 1.0.0 Index]