mvrnorm2: Expand Types of 'Sigma' in mvrnorm

In groupedHyperframe.random: Simulated Grouped Hyper Data Frame

Expand Types of Sigma in mvrnorm

Description

To accommodate more types of Sigma in function mvrnorm.

Usage

mvrnorm2(n, mu, Sigma, ...)

Arguments

n	integer scalar, sample size
mu	numeric scalar or vector, multivariate means \mathbf{\mu}'s
Sigma	numeric, either a scalar, a vector or a matrix, variance-covariance matrix \Sigma
...	additional parameter of function mvrnorm

Details

Argument of parameter Sigma could be

scalar

First, Sigma is recycled to the length of mu. Then a diagonal matrix with vector Sigma on the diagonal elements is used as the variance-covariance matrix \Sigma

vector

First, check that length of Sigma and mu must be the same. Then the diagonal matrix is used as \Sigma

matrix

Sigma is used as \Sigma

Value

Function mvrnorm2() returns a double matrix.

Note

Workhorse function mvrnorm from package MASS is faster than ?mvtnorm::rmvnorm.

groupedHyperframe.random documentation built on April 11, 2025, 6:14 p.m.