gaussianDistribution: Gaussian Distribution Generation
In CHuanSite/copulaKnockoff: Implementation of Gaussian Copula for Knockoff Variable Selection

Generate a Gaussian Distribution with specific covariance

1	gaussianDistribution(p, n, diag_cov = "unstructure")

`p`	Dimension of the covariance
`n`	Number of samples
`diag_cov`	Structure of the covariance matrix

A list contains correlation, simulated data, multivariate mean, multivariate standard deviation, covariance

1
2
3

out = gaussianDistribution(100, 50, "unstructure")
out = gaussianDistribution(100, 50, "diagonal")
out = gaussianDistribution(100, 50, "toeplitz")

CHuanSite/copulaKnockoff documentation built on Aug. 1, 2020, 12:50 p.m.

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