R/RcppExports.R

In xinchoubiology/RGallery: RGallery: A Package for 3 questions in Stochastic Average Gradient Project

# This file was generated by Rcpp::compileAttributes
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' Get multiple variable normal distribution via Choleski decompsition and Rcpp
#' 
#' @title cmvrnorm
#' @description Produces one or more samples from specified multivariate normal distribution by C-plus-plus
#' @param n the number of samples required. Default 1.
#' @param mu a vector giving the means of variables.
#' @param Sigma a positive-definite symmetric specifying the covariance matrix of variabless
#' @export
#' @examples
#' sigma <- matrix(c(1, 0.9, -0.3, 0.9, 1, -0.4, -0.3, -0.4, 1), ncol = 3)
#' mu <- c(10, 5, -3)
#' var(cmvrnorm(10, mu,  sigma))
#' @return mat a matrix of n samples of p variables on p-mvr
#' @author Eric xin Zhou \url{xxz220@@miami.edu}
cmvrnorm <- function(n, mu, Sigma) {
    .Call('RGallery_cmvrnorm', PACKAGE = 'RGallery', n, mu, Sigma)
}