sample_gen: Generate random samples.
In hugogogo/varband: Variable Banding of Large Precision Matrices
Description
Usage
Arguments
Value
Examples
Description
Generate n random samples from multivariate Gaussian distribution N(0, (L^TL)^-1)
Usage
1
sample_gen(L, n)
Arguments
L
p-dimensional inverse Cholesky factor of true covariance matrix.
n
number of samples to generate.
Value
returns a n-by-p matrix with each row a random sample generated.
Examples
1
2
3
set.seed(123)
true <- varband_gen(p = 50, block = 5)
x <- sample_gen(L = true, n = 100)
hugogogo/varband documentation built on May 17, 2019, 9:12 p.m.
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Description Usage Arguments Value Examples
Description
Generate n random samples from multivariate Gaussian distribution N(0, (L^TL)^-1)
Usage
1 | sample_gen(L, n)
|
Arguments
L |
p-dimensional inverse Cholesky factor of true covariance matrix. |
n |
number of samples to generate. |
Value
returns a n-by-p matrix with each row a random sample generated.
Examples
1 2 3 | set.seed(123)
true <- varband_gen(p = 50, block = 5)
x <- sample_gen(L = true, n = 100)
|
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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