algebraic.dist (version 0.9.1)

sample_mvn_region: Function for obtaining sample points for an mvn object that is within the p-probability region. That is, it samples from the smallest region of the distribution that contains p probability mass. This is done by first sampling from the entire distribution, then rejecting samples that are not in the probability region (using the statistical distance mahalanobis from mu).

Description

Function for obtaining sample points for an mvn object that is within the p-probability region. That is, it samples from the smallest region of the distribution that contains p probability mass. This is done by first sampling from the entire distribution, then rejecting samples that are not in the probability region (using the statistical distance mahalanobis from mu).

Usage

sample_mvn_region(n, mu, sigma, p = 0.95, ...)

Value

An n by length(mu) matrix of samples within the probability region.

Arguments

n

the sample size

mu

mean vector

sigma

variance-covariance matrix

p

the probability region

...

additional arguments to pass into mahalanobis

Examples

# \donttest{
set.seed(42)
pts <- sample_mvn_region(10, mu = c(0, 0), sigma = diag(2), p = 0.95)
dim(pts)
# }