YfromGamma: YfromGamma function
Description
A function to change Gammas (white noise) into Ys (spatially correlated noise). Used in the MALA algorithm.
Usage
YfromGamma(Gamma, invrootQeigs, mu)
Arguments
- Gamma
Gamma matrix
- invrootQeigs
inverse square root of the eigenvectors of the precision matrix
- mu
parameter of the latent Gaussian field