R/rMVN.r

Defines functions rMVN

Documented in rMVN

rMVN <- function(n, mean, sigma) {
            L  <- mroot(sigma)
            lL <- ncol(L)
            t(mean + L%*%matrix(rnorm(lL*n), lL, n)) 
}

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JRM documentation built on July 13, 2017, 5:03 p.m.