restrictedMVN (version 1.0)

whiten_constraint: Transform non-iid problem into iid problem

Description

Transform non-iid problem into iid problem

Usage

whiten_constraint(linear_part, offset, mean_param, covariance)

Arguments

linear_part

matrix, linear part of constraints

offset

vector, bias of constraints

mean_param

vector of unconditional means

covariance

vector of unconditional covariance

Value

new linear_part and offset for 0-mean iid covariance problem, and functions that map between the two problems.