.mvrnorm_arma {mev} | R Documentation |
Multivariate Normal distribution sampler (Rcpp version), derived using the eigendecomposition of the covariance matrix Sigma. The function utilizes the arma random normal generator
Description
Multivariate Normal distribution sampler (Rcpp version), derived using the eigendecomposition of the covariance matrix Sigma. The function utilizes the arma random normal generator
Usage
.mvrnorm_arma(n, Mu, Xmat, eigen = TRUE)
Arguments
n |
sample size |
Mu |
mean vector. Will set the dimension |
Xmat |
covariance matrix, of same dimension as |
Value
an n
sample from a multivariate Normal distribution
[Package mev version 1.17 Index]