loinorm<-function (n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE, EISPACK = FALSE)
{
p <- length(mu)
if (!all(dim(Sigma) == c(p, p)))
stop("incompatible arguments")
if (EISPACK)
stop("'EISPACK' is no longer supported by R", domain = NA)
eS <- eigen(Sigma, symmetric = TRUE)
ev <- eS$values
if (!all(ev >= -tol * abs(ev[1L])))
stop("'Sigma' is not positive definite")
X <- matrix(rnorm(p * n), n)
if (empirical) {
X <- scale(X, TRUE, FALSE)
X <- X %*% svd(X, nu = 0)$v
X <- scale(X, FALSE, TRUE)
}
X <- as.vector(drop(mu)) + eS$vectors %*% diag(sqrt(pmax(ev, 0)), p) %*%
t(X)
nm <- names(mu)
if (is.null(nm) && !is.null(dn <- dimnames(Sigma)))
nm <- dn[[1L]]
dimnames(X) <- list(nm, NULL)
if (n == 1)
drop(X)
else t(X)
}
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