z_correlated_normal: Generate n copies of Z ~ N_{p}(0,Sigma), where Sigma_{jj} =...

In drape: Doubly Robust Average Partial Effects

Generate n copies of Z ~ N_{p}(0,\Sigma), where \Sigma_{jj} = 1, \Sigma_{jk} = \text{corr} for all j not equal to k.

Description

Generate n copies of Z ~ N_{p}(0,\Sigma), where \Sigma_{jj} = 1, \Sigma_{jk} = \text{corr} for all j not equal to k.

Usage

z_correlated_normal(n, p, corr)

Arguments

n	integer number of samples.
p	integer number of dimensions.
corr	float correlation in (-1,1).

Value

n by p matrix.

drape documentation built on April 3, 2025, 9:23 p.m.