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