mvrandn {VeccTMVN} | R Documentation |
Simulate truncated multivariate normal (TMVN) using the Vecchia approximation
mvrandn(
lower,
upper,
mean,
locs = NULL,
covName = "matern15_isotropic",
covParms = c(1, 0.1, 0),
m = 30,
sigma = NULL,
N = 1000,
verbose = FALSE
)
lower |
lower bound vector for TMVN |
upper |
upper bound vector for TMVN |
mean |
MVN mean |
locs |
location (feature) matrix n X d |
covName |
covariance function name from the 'GpGp' package |
covParms |
parameters for 'covName' |
m |
Vecchia conditioning set size |
sigma |
dense covariance matrix, not needed when 'locs' is not null |
N |
number of samples required |
verbose |
verbose level |
n X N matrix of generated samples