## File Name: SRM_MVRNORM.R
## File Version: 0.03
SRM_MVRNORM <- function(n, mu, Sigma)
{
svd1 <- svd(Sigma)
L <- svd1$u %*% diag(sqrt(svd1$d))
ny <- ncol(Sigma)
r <- matrix( stats::rnorm(n*ny), nrow=n, ncol=ny)
muM <- matrix(mu, nrow=n, ncol=ny, byrow=TRUE)
y <- muM + tcrossprod(r, L)
return(y)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.