ranMVN2             package:mvtBinaryEP             R Documentation

_M_u_l_t_i_v_a_r_i_a_t_e _N_o_r_m_a_l _D_a_t_a

_D_e_s_c_r_i_p_t_i_o_n:

     Generates multivariate normal data based on the Cholesky root of
     the covariance matrix.

_U_s_a_g_e:

     ranMVN2(nRep = 1, rootS, seed = NULL)

_A_r_g_u_m_e_n_t_s:

    nRep: Numer of clusters (replications) 

   rootS: Cholesky root of the desired covariance matrix 

    seed: Initialize random number generator 

_D_e_t_a_i_l_s:

     The matrix of response, call it Y, has mean 0.

_V_a_l_u_e:

     Returns a matrix of response variates of dimension 'nRep' by
     'nrow(rootS)'

_S_e_e _A_l_s_o:

     See Also 'ranMVN', 'ranMvnXch', 'ep'

_E_x_a_m_p_l_e_s:

     mu = c(25.3, 28.4, 35.7, 50.2)
     c1 = c(17, 11, 8, 10)
     c2 = c(11, 17, 9, 8)
     c3 = c(8, 9, 17, 9)
     c4 = c(10, 8, 9, 17)
     S = rbind(c1, c2, c3, c4)

     rootS=chol(S)

     y = mu + ranMVN2(nRep = 25, rootS, seed = NULL)

