mvrandn {VeccTMVN}

Simulate censored multivariate normal (MVN) as censored locations using the Vecchia approximation

Description

Simulate censored multivariate normal (MVN) as censored locations using the Vecchia approximation

Usage

mvrandn(
  lower,
  upper,
  mean,
  locs = NULL,
  covName = "matern15_isotropic",
  covParms = c(1, 0.1, 0),
  m = 30,
  sigma = NULL,
  N = 1000,
  verbose = FALSE
)

Arguments

lower

lower bound vector for TMVN

upper

upper bound vector for TMVN

mean

MVN mean

locs

location (feature) matrix n X d

covName

covariance function name from the 'GpGp' package

covParms

parameters for 'covName'

m

Vecchia conditioning set size

sigma

dense covariance matrix, not needed when 'locs' is not null

N

number of samples required

verbose

verbose level

Value

n X N matrix of generated samples