z_correlated_normal {drape} | R Documentation |
Generate n copies of Z ~ N_{p}(0,\Sigma)
, where \Sigma_{jj} = 1
, \Sigma_{jk} = \text{corr}
for all j not equal to k.
Description
Generate n copies of Z ~ N_{p}(0,\Sigma)
, where \Sigma_{jj} = 1
, \Sigma_{jk} = \text{corr}
for all j not equal to k.
Usage
z_correlated_normal(n, p, corr)
Arguments
n |
integer number of samples. |
p |
integer number of dimensions. |
corr |
float correlation in (-1,1). |
Value
n by p matrix.
[Package drape version 0.0.2 Index]