sampleMVN: This function samples MVN based on a given covariance matrix

In sparseCov: Sparse Covariance Estimation Based on Thresholding

This function samples MVN based on a given covariance matrix

Description

This function samples MVN based on a given covariance matrix

Usage

sampleMVN(n, Sigma, sparse = TRUE, n_cores = 1, fastmvn = FALSE)

Arguments

n	The sample size.
Sigma	The covariance matrix.
sparse	The indicator of sparse sampling or not.
n_cores	The number of cores used.
fastmvn	The indicator of fast sampling or not.

Value

The data matrix sampled from the covariance matrix.

Examples

## generate data from a block diagonal covariance matrix structure
n <- 50
p <- 30
data.true.cov <- block.true.cov(p)
data <- sampleMVN(n, data.true.cov, sparse=TRUE)
data[1:10, 1:10]

sparseCov documentation built on May 29, 2024, 1:38 a.m.