fast_rmvnorm: fast_rmvnorm

View source: R/mvnorm.R

fast_rmvnormR Documentation

fast_rmvnorm

Description

Generate multivariate Normal draws. The function does not check the arguments, use at your own risk.

Usage

fast_rmvnorm(n, mean, covariance)

Arguments

n

An integer >= 1 specifying the desired number of draws

mean

A vector of size d specifying the mean vector of the multivariate Normal

covariance

A matrix of size d x d specifying the covariance matrix of the multivariate Normal

Value

A matrix of size n x d containing n d-dimensional multivariate Normal draws (one per row)

Examples

 fast_rmvnorm(2, rep(0, 5), diag(1, 5, 5))

pierrejacob/debiasedmcmc documentation built on Aug. 22, 2022, 12:41 a.m.