rmvn_chol_of_vechsrhocap: 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 - Strict Half-Vectorization of the Correlation Matrix Input

Usage

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

Arguments

n	Positive integer. n variates.
x	Numeric vector. Parameter. Strict half-vectorization of the correlation matrix \mathrm{vechs} ≤ft( \mathbf{P} \right).
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).

Dependencies

• sym_of_vechs()

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_theta(), rmvn_chol(), rvcov_mvn_chol(), rvcov_wishart_of_vechsigmacap(), rvcov_wishart()

Examples

rmvn_chol_of_vechsrhocap(
  n = 5,
  x = 0.5
)

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