Return a multivariate normal random variate with the given location and precision using the specified random number generator.
mu can be either an Eigen::VectorXd, an Eigen::RowVectorXd, or a std::vector of either of those types.
- Template Parameters
-
T_loc | Type of location parameter |
RNG | Type of pseudo-random number generator |
- Parameters
-
mu | (Sequence of) location parameter(s) |
S | Precision matrix |
rng | random number generator |
- Exceptions
-
std::domain_error | if S is not positive definite, or std::invalid_argument if the length of (each) mu is not equal to the number of rows and columns in S |
Definition at line 34 of file multi_normal_prec_rng.hpp.