rmvn_chol_of_theta: Generate Data from the Multivariate Normal Distribution Using...

In jeksterslab/multiNorm: Multivariate Normal Distribution

Description

Generate Data from the Multivariate Normal Distribution Using the Cholesky Decomposition - Parameter Vector theta Input

Usage

rmvn_chol_of_theta(n, x, varnames = NULL, data_frame = FALSE)

Arguments

n	Positive integer. n variates.
x	Numeric vector. Vector of parameters \boldsymbol{θ} = \{ \boldsymbol{μ} , \mathrm{vech} ≤ft( \boldsymbol{Σ} \right) \}^{\prime} .
varnames	Character vector Optional variable names.
data_frame	Logical. If data_frame = TRUE, returns a data.frame. If data_frame = FALSE, returns a matrix.

Value

A matrix (data_frame = FALSE) or data.frame (data_frame = TRUE).

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Multivariate Normal Distribution Functions: grad_l_mvn_generic(), grad_l_mvn(), hess_l_mvn_generic(), hess_l_mvn(), l_mvn_generic(), l_mvn(), mvn_theta_helper(), negl_mvn(), rmeans_mvn_chol_of_theta(), rmeans_mvn_chol(), rmvn_chol_of_rhocap(), rmvn_chol_of_vechsrhocap(), rmvn_chol(), rvcov_mvn_chol(), rvcov_wishart_of_vechsigmacap(), rvcov_wishart()

Examples

rmvn_chol_of_theta(
  n = 5,
  x = c(0, 0, 1, 0.5, 1)
)

jeksterslab/multiNorm documentation built on Dec. 20, 2021, 10:11 p.m.