mcmcsae (version 0.7.8)

create_block_cMVN_sampler: Set up a a function for direct sampling from a constrained multivariate normal distribution

Description

Set up a a function for direct sampling from a constrained multivariate normal distribution

Usage

create_block_cMVN_sampler(
  mbs,
  X,
  Q,
  R = NULL,
  r = NULL,
  sampler,
  name = "x",
  chol.control
)

Value

An environment with precomputed quantities and functions for sampling from a multivariate normal distribution subject to equality constraints.

Arguments

mbs

block component containing several model components.

X

design matrix.

Q

precision matrix.

R

equality restriction matrix.

r

rhs vector for equality constraints \(R'x = r\), where \(R'\) denotes the transpose of R.

sampler

sampler object as created by create_sampler.

name

name of the cMVN vector parameter.

chol.control

options for Cholesky decomposition, see chol_control.