rmvn_arma_chol {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_chol(A_chol, b)


### Arguments

 A_chol A A d \times d matrix for the Gaussian full conditional distribution precision matrix Cholesky factor. b b A d vector for the Gaussian full conditional distribution mean.

### Examples

set.seed(111)
A <- diag(4)
A_chol <- chol(A)
b <- rnorm(4)
sample <- rmvn_arma_chol(A_chol, b)



[Package BayesMRA version 1.0.0 Index]