randSN {MSTest} | R Documentation |
Standard normal errors using box Muller
Description
This function generates uncorrelated standard normal processes using box Muller method.
Usage
randSN(n, q)
Arguments
n |
Integer determining the length of the process to be simulated |
q |
Integer determining the number of processes to be simulated |
Value
A (T x q
) matrix of standard normal distributed errors
[Package MSTest version 0.1.5 Index]