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CalebDerricksonamontoison
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src/VecchiaMLE_utils.jl

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@@ -26,12 +26,14 @@ end
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Samples_Matrix = generate_Samples(MatCov::AbstractMatrix,
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n::Integer,
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Number_of_Samples::Int;
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mode::VecchiaMLE.COMPUTE_MODE )
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mode::VecchiaMLE.COMPUTE_MODE)
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Generate a number of samples according to the given Covariance Matrix MatCov.
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Note the samples are given as mean zero.
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If a CUDA compatible device is detected, the samples are generated on the GPU
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and transferred back to the CPU.
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Note that this isn't the most optimized, and should only be used for small sample generation
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(i.e., n < 100, Number_of_Samples < 100).
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## Input arguments
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@@ -62,6 +64,7 @@ function generate_Samples(MatCov::AbstractMatrix, n::Integer, Number_of_Samples:
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return V
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end
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"""
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Covariance_Matrix = generate_MatCov(n::Integer,
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params::AbstractArray,

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