mvrarnorm: Generate data from independent multivariate normal...
In pensynth: Penalized Synthetic Control Estimation
View source: R/simulate_data.R
mvrarnorm R Documentation
Generate data from independent multivariate normal
distribution with autocorrelation parameter
Description
Generate data from independent multivariate normal
distribution with autocorrelation parameter
Usage
mvrarnorm(n, p, mean = 0, sd = 1, phi = 0)
Arguments
n
number of observations.
mean
marginal mean
sd
marginal standard deviation
phi
autocorrelation parameter (-1 < phi < 1)
Details
Note that, unlike stats::rnorm(), this function is
not vectorized over mean, sd, or phi.
Value
matrix of numeric values
pensynth documentation built on May 7, 2026, 9:06 a.m.
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View source: R/simulate_data.R
| mvrarnorm | R Documentation |
Generate data from independent multivariate normal distribution with autocorrelation parameter
Description
Generate data from independent multivariate normal distribution with autocorrelation parameter
Usage
mvrarnorm(n, p, mean = 0, sd = 1, phi = 0)
Arguments
n |
number of observations. |
mean |
marginal mean |
sd |
marginal standard deviation |
phi |
autocorrelation parameter (-1 < phi < 1) |
Details
Note that, unlike stats::rnorm(), this function is
not vectorized over mean, sd, or phi.
Value
matrix of numeric values
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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