rmvnorm: Draw from a Multivariate Normal
In bstewart/stm: Estimation of the Structural Topic Model
rmvnorm R Documentation
Draw from a Multivariate Normal
Description
A basic function for doing multivariate normal simulations
via the cholesky decomposition of the covariance matrix. Function
is based on one by Peter Hoff.
Usage
rmvnorm(n, mu, Sigma, chol.Sigma = chol(Sigma))
Arguments
n
number of draws
mu
the K-dimensional mean
Sigma
the K by K dimensional positive definite covariance matrix
chol.Sigma
the cholesky decomposition of the Sigma matrix.
Details
This is a pretty standard multivariate normal generator. It could
almost certainly be faster if we ported it over to RcppArmadillo
but it isn't used a ton at the moment.
bstewart/stm documentation built on Jan. 3, 2024, 6:58 p.m.
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| rmvnorm | R Documentation |
Draw from a Multivariate Normal
Description
A basic function for doing multivariate normal simulations via the cholesky decomposition of the covariance matrix. Function is based on one by Peter Hoff.
Usage
rmvnorm(n, mu, Sigma, chol.Sigma = chol(Sigma))
Arguments
n |
number of draws |
mu |
the K-dimensional mean |
Sigma |
the K by K dimensional positive definite covariance matrix |
chol.Sigma |
the cholesky decomposition of the Sigma matrix. |
Details
This is a pretty standard multivariate normal generator. It could almost certainly be faster if we ported it over to RcppArmadillo but it isn't used a ton at the moment.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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