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trafficCAR (version 0.1.0)

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)

Value

Numeric vector x.

Arguments

Q

Sparse symmetric positive definite precision matrix (dgCMatrix).

b

Optional numeric vector. If NULL, mean is 0.