rnorm.cg {lcd} | R Documentation |
Generates a desired number of normal random samples from a given chain graph structure and a given block-recursive regression system compatible with the chain graph.
rnorm.cg(n, amat, Bstar)
n |
the intended sample size, should be at least 1. |
amat |
the adjacency matrix of a chain graph. |
Bstar |
the matrix representation of the block-recursive
regression structure, e.g., the one returned by get.normal.dist . |
The function uses a mean 0 block-recursive
regression model (See Wermuth (1992)), which is recorded in
Bstar
and
normal random samples are generated from the specified block-recursive
regression model.
An n by p matrix with each row corresponding to a random sample.
Zongming Ma and Xiangrui Meng
Wermuth, N. (1992). Block-recursive regression equations (with discussions). Revista Brasileira de Probabilidade e Estatistica, 6, 1-56.