gauss_gen {heterocop} | R Documentation |
This function enables the user to generate gaussian vectors with correlation matrix R
gauss_gen(R, n)
R |
a correlation matrix of size dxd |
n |
the number of observations |
a nxd data frame containing n observations of the d variables
M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
gauss_gen(M,20)