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

In jeksterslab/strRegression: Structure of Regression

Description

Generate Data from the Multivariate Normal Distribution Using the Cholesky Decomposition

Usage

rmvn_chol(n, mu, sigmacap, varnames = NULL, data_frame = FALSE)

Arguments

n	Positive integer. n variates.
mu	Numeric vector. Parameter. Mean vector \boldsymbol{μ}.
sigmacap	Numeric matrix. Parameter. Covariance matrix \boldsymbol{Σ}.
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

Examples

mu <- c(0, 0)
sigmacap <- matrix(
  data = c(
    1, 0.5, 0.5, 1
  ),
  nrow = 2
)

rmvn_chol(
  n = 5,
  mu = mu,
  sigmacap = sigmacap
)

jeksterslab/strRegression documentation built on Dec. 20, 2021, 10:12 p.m.