rmvnorm: Multivariate Gaussian random generator in C++

In astamm/fdahotelling: Inference for Functional Data Analysis in R

Description

rmvnorm generates random samples from a multivariate Gaussian distribution with mean μ and variance-covariance matrix Σ assumed positive semi-definite.

Usage

rmvnorm(n, mean, squareRootSigma)

Arguments

n	Number of samples to be drawn from the distribution (default: 1).
mean	Mean vector of the distribution (default: 0).
squareRootSigma	Square-root of the variance-covariance matrix of the distribution (default = 1).

Value

A matrix of size n\times length(mean) containing n randomly sampled vectors of size length(mean).

astamm/fdahotelling documentation built on May 10, 2019, 2:05 p.m.