simuBlockGaussian: Simulate multivariate Gaussian samples with block diagonal...

Description Usage Arguments Value Author(s) Examples

View source: R/simuBlockGaussian.R

Description

simulate n samples from a gaussian multivariate law with 0 vector mean and block diagonal variance matrix with diagonal 1 and block of rho.

Usage

1
simuBlockGaussian(n, nBlock, sizeBlock, rho)

Arguments

n

number of samples to simulate

nBlock

number of blocks

sizeBlock

size of blocks

rho

correlation within each block

Value

a matrix of size n *(nBlock*sizeBlock) containing the samples

Author(s)

Quentin Grimonprez

Examples

1
X = simuBlockGaussian(50,12,5,0.7)

MLGL documentation built on Dec. 31, 2019, 3 a.m.