Description Usage Arguments Value Author(s) References Examples

Draw a quasi or pseudo random sample from the MVN distribution. For details on the implemented lattice rule for quasi-random numbers see Cools et al. (2006).

1 2 |

`n` |
Number of samples, when type = "quasirandom" is used this number is rounded up to the next power of 2 (e.g. 1000 to 1024=2^10) and at least 1024. |

`mean` |
Mean vector |

`sigma` |
Covariance matrix |

`type` |
What type of random numbers to use. |

Matrix of simulated values

We thank Dr. Frances Kuo for the permission to use the generating vectors (order 2 lattice rule) obtained from her website http://web.maths.unsw.edu.au/~fkuo/lattice/.

Cools, R., Kuo, F. Y., and Nuyens, D. (2006) Constructing embedded lattice rules for multivariate integration. SIAM Journal of Scientific Computing, 28, 2162-2188.

1 2 |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.