create_marginal_data_gaussian {shapr} | R Documentation |
Generate marginal Gaussian data using Cholesky decomposition
Description
Given a multivariate Gaussian distribution, this function creates data from specified marginals of said distribution.
Usage
create_marginal_data_gaussian(n_MC_samples, Sbar_features, mu, cov_mat)
Arguments
n_MC_samples |
Integer. The number of samples to generate. |
Sbar_features |
Vector of integers indicating which marginals to sample from. |
mu |
Numeric vector containing the expected values for all features in the multivariate Gaussian distribution. |
cov_mat |
Numeric matrix containing the covariance between all features in the multivariate Gaussian distribution. |
Author(s)
Lars Henry Berge Olsen
[Package shapr version 1.0.4 Index]