Multivariate Normal Restricted by Affine Constraints
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Documentation for package ‘restrictedMVN’ version 1.0
Help Pages
| restrictedMVN-package | Sampler from multivariate normal with affine constraints |
| factor_covariance | Compute the square-root and inverse square-root of a non-negative definite matrix. |
| restrictedMVN | Sampler from multivariate normal with affine constraints |
| sample_from_constraints | Sample from multivariate normal distribution under affine restrictions |
| thresh2constraints | Translate between coordinate thresholds and affine constraints |
| whiten_constraint | Transform non-iid problem into iid problem |