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BayesfMRI (version 0.3.11)

cholQsample: Sample from the multivariate normal distribution with Cholesky(Q)

Description

Sample from the multivariate normal distribution with Cholesky(Q)

Usage

cholQsample(n, mu, cholQ)

Value

An \(n \times p\) matrix of samples from the MVN distribution, where \(p\) is the length of mu.

Arguments

n

number of samples

mu

mean vector

cholQ

Cholesky decomposition of the precision (found via Matrix::Cholesky(Q))