VeccTMVN (version 1.3.1)

mvrandt: Simulate truncated multivariate normal (TMVT) using the Vecchia approximation

Description

Simulate truncated multivariate normal (TMVT) using the Vecchia approximation

Usage

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

Value

n X N matrix of generated samples

Arguments

lower

lower bound vector for TMVT

upper

upper bound vector for TMVT

delta

MVT shifting parameter

df

degrees of freedom

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