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R/rmnorm.R
In lgarch: Simulation and Estimation of Log-GARCH Models
Defines functions
rmnorm
Documented in
rmnorm
rmnorm <-
function(n, mean=NULL, vcov=1)
{
d <- NCOL(vcov)
y <- matrix(rnorm(n * d), d, n)
y <- crossprod(y,chol(vcov))
if(!is.null(mean)){ y <- t(mean + t(y)) }
return(y)
}
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lgarch documentation built on May 1, 2019, 6:33 p.m.
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Defines functions rmnorm
Documented in rmnorm
rmnorm <-
function(n, mean=NULL, vcov=1)
{
d <- NCOL(vcov)
y <- matrix(rnorm(n * d), d, n)
y <- crossprod(y,chol(vcov))
if(!is.null(mean)){ y <- t(mean + t(y)) }
return(y)
}
Try the lgarch package in your browser
Any scripts or data that you put into this service are public.
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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