rmvnorm_prec

This function provides a random number generator for
the multivariate normal distribution with mean equal
to <code>mean</code> and sparse precision matrix <code>Q</code>.

Fits a wide variety of multivariate spatio-temporal models
with simultaneous and lagged interactions among variables (including
vector autoregressive spatio-temporal ('VAST') dynamics)
for areal, continuous, or network spatial domains.
It includes time-variable, space-variable, and space-time-variable
interactions using dynamic structural equation models ('DSEM')
as expressive interface, and the 'mgcv' package to specify splines
via the formula interface. See Thorson et al. (2024)
<doi:10.48550/arXiv.2401.10193> for more details.

James Thorson

tinyVAST

Multivariate Spatio-Temporal Models using Structural Equations

rmvnorm_prec function

<dl><dt>Q</dt>
<dd>sparse precision (inverse-covariance) matrix.</dd>
<dt>n</dt>
<dd>number of observations.</dd>
<dt>mean</dt>
<dd>mean vector.</dd></dl>

Arguments

Multivariate Normal Random Deviates using Sparse Precision — rmvnorm_prec

<dl>

<dt>Q</dt>
<dd>sparse precision (inverse-covariance) matrix.</dd>


<dt>n</dt>
<dd>number of observations.</dd>


<dt>mean</dt>
<dd>mean vector.</dd>

</dl>

rmvnorm_prec: Multivariate Normal Random Deviates using Sparse Precision

Description

Usage

Value

Arguments