The signatures of the key sparse matrix functions are
rmvn.sparse(n, mu, CH, prec=TRUE) dmvn.sparse(x, mu, CH, prec=TRUE, log=TRUE)
Parameter | Description |
---|---|
x | A numeric matrix. Each row is an MVN sample. |
mu | A numeric vector. The mean of the MVN random variable. |
CH | Either a dCHMsimpl or dCHMsuper object representing the Cholesky decomposition of the covariance/precision matrix. |
prec | Logical value that identifies CH as the Cholesky decomposition of either a covariance (\(\Sigma\), ) or precision(\(\Sigma^{-1}\), ) matrix. |
n | Number of random samples to be generated. |
log | If , the log density is returned. |