sample_gen {varband} | R Documentation |
Generate n
random samples from multivariate Gaussian distribution N(0, (L^TL)^-1)
sample_gen(L, n)
L |
p-dimensional inverse Cholesky factor of true covariance matrix. |
n |
number of samples to generate. |
returns a n-by-p matrix with each row a random sample generated.
set.seed(123)
true <- varband_gen(p = 50, block = 5)
x <- sample_gen(L = true, n = 100)