rmvnorm_prec: Draw from a multivariate normal with sparse precision
Description
Sample $$x \sim N(Q^{-1} b, Q^{-1})$$ where \(Q\) is symmetric positive definite.
Usage
rmvnorm_prec(Q, b = NULL)
Arguments
- Q
Sparse symmetric positive definite precision matrix (dgCMatrix).
- b
Optional numeric vector. If NULL, mean is 0.