simulate_mvn: Calibration Random Multivariate Normal

Description Usage Arguments Value

Description

Calibration Random Multivariate Normal

Usage

1
simulate_mvn(n, d, rho)

Arguments

n

number of observations

d

number of dimension

rho

correlation of compound-symmetric covariance

Value

Matrix (n x d) of random MVN draws


isaacmichaud/rmi documentation built on May 12, 2019, 4:36 a.m.