ranMVN2 {mvtBinaryEP}R Documentation

Multivariate Normal Data

Description

Generates multivariate normal data based on the Cholesky root of the covariance matrix.

Usage

ranMVN2(nRep = 1, rootS, seed = NULL)

Arguments

nRep Numer of clusters (replications)
rootS Cholesky root of the desired covariance matrix
seed Initialize random number generator

Details

The matrix of response, call it Y, has mean 0.

Value

Returns a matrix of response variates of dimension nRep by nrow(rootS)

See Also

See Also ranMVN, ranMvnXch, ep

Examples

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)


[Package mvtBinaryEP version 1.0 Index]