ranMVN2 {mvtBinaryEP} | R Documentation |
Generates multivariate normal data based on the Cholesky root of the covariance matrix.
ranMVN2(nRep = 1, rootS, seed = NULL)
nRep |
Numer of clusters (replications) |
rootS |
Cholesky root of the desired covariance matrix |
seed |
Initialize random number generator |
The matrix of response, call it Y, has mean 0.
Returns a matrix of response variates of dimension nRep
by nrow(rootS)
See Also ranMVN
, ranMvnXch
, ep
mu = c(25.3, 28.4, 35.7, 50.2) c1 = c(17, 11, 8, 10) c2 = c(11, 17, 9, 8) c3 = c(8, 9, 17, 9) c4 = c(10, 8, 9, 17) S = rbind(c1, c2, c3, c4) rootS=chol(S) y = mu + ranMVN2(nRep = 25, rootS, seed = NULL)