ptmvrandn {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

ptmvrandn(
  locs,
  indCensor,
  y,
  bCensor,
  covName = NULL,
  covParms = NULL,
  m = 30,
  N = 1000,
  verbose = TRUE,
  reorder = TRUE
)

Arguments

locs

location (feature) matrix n X d

indCensor

indices of locations that have only censored observations

y

observed (not censored) values, of length n

bCensor

upper bound, above which observations are not censored, can be different for different locations, of length 1 or n

covName

covariance function name from the 'GpGp' package

covParms

parameters for 'covName'

m

Vecchia conditioning set size

N

number of samples required

verbose

verbose level

reorder

whether to Vecchia univariate variable reordering

Value

n X N matrix of generated samples