whiten_constraint {restrictedMVN} | R Documentation |
Transform non-iid problem into iid problem
whiten_constraint(linear_part, offset, mean_param, covariance)
linear_part |
matrix, linear part of constraints |
offset |
vector, bias of constraints |
mean_param |
vector of unconditional means |
covariance |
vector of unconditional covariance |
new linear_part
and offset
for 0-mean iid covariance problem,
and functions that map between the two problems.