mvrnormArma: Sample from multivariate normal distribution with C++
In dazzimonti/ConservativeEstimates: Conservative estimates for excursion sets
Description
Usage
Arguments
Value
Description
Simulates realizations from a multivariate normal with mean mu and covariance matrix sigma.
Usage
1
mvrnormArma(n, mu, sigma, chol)
Arguments
n
number of simulations.
mu
mean vector.
sigma
covariance matrix or Cholesky decomposition of the matrix (see chol).
chol
integer, if 0 sigma is a covariance matrix, otherwise it is the Cholesky decomposition of the matrix.
Value
A matrix of size d x n containing the samples.
dazzimonti/ConservativeEstimates documentation built on May 15, 2019, 1:19 a.m.
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Description Usage Arguments Value
Description
Simulates realizations from a multivariate normal with mean mu and covariance matrix sigma.
Usage
1 | mvrnormArma(n, mu, sigma, chol)
|
Arguments
n |
number of simulations. |
mu |
mean vector. |
sigma |
covariance matrix or Cholesky decomposition of the matrix (see chol). |
chol |
integer, if 0 sigma is a covariance matrix, otherwise it is the Cholesky decomposition of the matrix. |
Value
A matrix of size d x n containing the samples.
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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