This function provides a random number generator for
the multivariate normal distribution with mean equal
to mean and sparse precision matrix Q.
Usage
rmvnorm_prec(Q, n = 1, mean = rep(0, nrow(Q)))
Arguments
- Q
sparse precision (inverse-covariance) matrix.
- n
number of observations.
- mean
mean vector.
Value
a matrix with dimension length(mean) by
n, containing realized draws from the specified
mean and precision