mvrnorm2 {groupedHyperframe.random} | R Documentation |
Expand Types of Sigma
in mvrnorm
Description
To accommodate more types of Sigma
in function mvrnorm.
Usage
mvrnorm2(n, mu, Sigma, ...)
Arguments
n |
integer scalar, sample size |
mu |
|
Sigma |
numeric, either
a scalar, a vector or a matrix,
variance-covariance
matrix |
... |
additional parameter of function mvrnorm |
Details
Argument of parameter Sigma
could be
- scalar
First,
Sigma
is recycled to the length ofmu
. Then a diagonal matrix with vectorSigma
on the diagonal elements is used as the variance-covariance matrix\Sigma
- vector
First, check that length of
Sigma
andmu
must be the same. Then the diagonal matrix is used as\Sigma
- matrix
Sigma
is used as\Sigma
Value
Function mvrnorm2()
returns a double matrix.
Note
Workhorse function mvrnorm from package MASS is faster than ?mvtnorm::rmvnorm
.
[Package groupedHyperframe.random version 0.1.0 Index]