gauss_gen: gauss_gen
In heterocop: Semi-Parametric Estimation with Gaussian Copula
gauss_gen R Documentation
gauss_gen
Description
This function enables the user to generate gaussian vectors with correlation matrix R
Usage
gauss_gen(R, n)
Arguments
R
a correlation matrix of size dxd
n
the number of observations
Value
a nxd data frame containing n observations of the d variables
Examples
M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
gauss_gen(M,20)
heterocop documentation built on April 3, 2025, 11:04 p.m.
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| gauss_gen | R Documentation |
gauss_gen
Description
This function enables the user to generate gaussian vectors with correlation matrix R
Usage
gauss_gen(R, n)
Arguments
R |
a correlation matrix of size dxd |
n |
the number of observations |
Value
a nxd data frame containing n observations of the d variables
Examples
M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
gauss_gen(M,20)
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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