simuBlockGaussian: Simulate multivariate Gaussian samples with block diagonal...

Description Usage Arguments Value Author(s) Examples

View source: R/simuBlockGaussian.R

Description

Simulate n samples from a gaussian multivariate law with 0 vector mean and block diagonal variance matrix with diagonal 1 and block of rho.

Usage

1
simuBlockGaussian(n, nBlock, sizeBlock, rho)

Arguments

n

number of samples to simulate

nBlock

number of blocks

sizeBlock

size of blocks

rho

correlation within each block

Value

a matrix of size n * (nBlock * sizeBlock) containing the samples

Author(s)

Quentin Grimonprez

Examples

1
X <- simuBlockGaussian(50, 12, 5, 0.7)

MLGL documentation built on Nov. 28, 2020, 5:07 p.m.