rmtnorm {covsep} | R Documentation |
Generate a sample from a Matrix Gaussian distribution
rmtnorm(N, C1, C2, M = matrix(0, nrow(C1), nrow(C2)))
N |
sample size |
C1 |
row covariance |
C2 |
column covariance |
M |
mean matrix |
A N x dim(C1)[1] x dim(C2)[1]
array containing the
generated data
Data = rmtnorm(30, C1, C2)