rnormSIGMA: This function will generate iid multivariate normal random...

Description Usage Arguments Value

View source: R/VARs_functions.R

Description

This function will generate iid multivariate normal random time series.

Usage

1

Arguments

T

: length of the generated time series

sigma

: (n x n) covariance matrix of the normal series

Value

1
 : T x n matrix of iid normal time series

puchen8229/VARs documentation built on Dec. 31, 2020, 2:10 a.m.