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]