simulate_matrix_gaussian
function simulate_matrix_gaussian(M:Real[_,_], U:LLT, V:LLT) -> Real[_,_]
Simulate a matrix Gaussian distribution.
- M: Mean.
- U: Among-row covariance.
- V: Among-column covariance.
function simulate_matrix_gaussian(M:Real[_,_], U:LLT, σ2:Real[_]) -> Real[_,_]
Simulate a matrix Gaussian distribution with independent columns.
- M: Mean.
- U: Among-row covariance.
- σ2: Among-column variances.
function simulate_matrix_gaussian(M:Real[_,_], V:LLT) -> Real[_,_]
Simulate a matrix Gaussian distribution with independent rows.
- M: Mean.
- V: Among-column variances.
function simulate_matrix_gaussian(M:Real[_,_], σ2:Real[_]) -> Real[_,_]
Simulate a matrix Gaussian distribution with independent elements.
- M: Mean.
- σ2: Variances.
function simulate_matrix_gaussian(M:Real[_,_], σ2:Real) -> Real[_,_]
Simulate a matrix Gaussian distribution with independent elements of identical variance.
- M: Mean.
- σ2: Variance.