gauss_gen {heterocop}R Documentation

gauss_gen

Description

This function enables the user to generate gaussian vectors with correlation matrix R

Usage

gauss_gen(R, n)

Arguments

R

a correlation matrix of size dxd

n

the number of observations

Value

a nxd data frame containing n observations of the d variables

Examples

M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
gauss_gen(M,20)


[Package heterocop version 1.0.0 Index]