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)
)