simuBlockGaussian: Simulate multivariate Gaussian samples with block diagonal...
In MLGL: Multi-Layer Group-Lasso
View source: R/simuBlockGaussian.R
simuBlockGaussian R 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 March 31, 2023, 9:32 p.m.
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View source: R/simuBlockGaussian.R
| simuBlockGaussian | R 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)
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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