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A function for sampling from conditional multivariate normal distributions with mean A^-1b and covariance matrix A^-1.
rmvn_arma_scalar(a, b)
a A scalar for the Gaussian full conditional distribution precision.
a
b A \(d\) vector for the Gaussian full conditional distribution mean.
b
vector
# NOT RUN { set.seed(111) a <- 4 b <- rnorm(1) sample <- rmvn_arma_scalar(a, b) # }
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