mvrandt {VeccTMVN} | R Documentation |
Simulate truncated multivariate normal (TMVT) using the Vecchia approximation
Description
Simulate truncated multivariate normal (TMVT) using the Vecchia approximation
Usage
mvrandt(
lower,
upper,
delta,
df,
locs = NULL,
covName = "matern15_isotropic",
covParms = c(1, 0.1, 0),
m = 30,
sigma = NULL,
N = 1000,
verbose = FALSE
)
Arguments
lower |
lower bound vector for TMVT |
upper |
upper bound vector for TMVT |
delta |
MVT shifting parameter |
df |
degrees of freedom |
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 |
Value
n X N matrix of generated samples
[Package VeccTMVN version 1.2.1 Index]