fast_generate_mvn: A fast way to generate data from multivariate Gaussian...

View source: R/data-generation.R

fast_generate_mvnR Documentation

A fast way to generate data from multivariate Gaussian distribution

Description

A fast way to generate data from multivariate Gaussian distribution

Usage

fast_generate_mvn(mean, covariance, num_samples)

Arguments

mean

The mean vector of MVN.

covariance

The covariance matrix of MVN.

num_samples

The number of samples to generate

Value

A matrix with sum_samples rows and d = ncol(covariance) columns, such that each row is drawn i.i.d. from the multivariate normal specified by the arguments.


Katsevich-Lab/katlabutils documentation built on Aug. 7, 2024, 4:55 p.m.