alexpghayes / hayeslib

personal utility functions and some experimentation with an R package
https://alexpghayes.github.io/hayeslib/
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Multivariate normal sampling #10

Open alexpghayes opened 6 years ago

alexpghayes commented 6 years ago

Either fix numerical stability issues with RcppArmadillo versions of MVN sampler and density calculations or re-export mvtnorm functions with the API I want.