ptmvrandn {VeccTMVN} | R Documentation |
Simulate partially censored multivariate normal (MVN) at censored locations using the Vecchia approximation
ptmvrandn(
locs,
indCensor,
y,
bCensor,
covName = NULL,
covParms = NULL,
m = 30,
N = 1000,
verbose = TRUE,
reorder = TRUE
)
locs |
location (feature) matrix n X d |
indCensor |
indices of locations that have only censored observations |
y |
observed (not censored) values, of length n |
bCensor |
upper bound, above which observations are not censored, can be different for different locations, of length 1 or n |
covName |
covariance function name from the 'GpGp' package |
covParms |
parameters for 'covName' |
m |
Vecchia conditioning set size |
N |
number of samples required |
verbose |
verbose level |
reorder |
whether to Vecchia univariate variable reordering |
n X N matrix of generated samples