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R/fastrmvnorm.R
In CatReg: Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty
Defines functions
fastrmvnorm
fastrmvnorm = function( cov_mat, cholesky = FALSE ) {
if ( cholesky == FALSE ) {
cov_mat = chol(cov_mat)
}
d = dim(cov_mat)[ 1 ]
return(as.vector(t(cov_mat) %*% rnorm(d)))
}
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CatReg documentation built on June 14, 2021, 5:07 p.m.
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Defines functions fastrmvnorm
fastrmvnorm = function( cov_mat, cholesky = FALSE ) {
if ( cholesky == FALSE ) {
cov_mat = chol(cov_mat)
}
d = dim(cov_mat)[ 1 ]
return(as.vector(t(cov_mat) %*% rnorm(d)))
}
Try the CatReg package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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