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

View source: R/simuBlockGaussian.R

simuBlockGaussianR Documentation

Simulate multivariate Gaussian samples with block diagonal variance matrix

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

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

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

MLGL documentation built on May 25, 2022, 5:05 p.m.