More powerful multivariate normal sampling function

Besides standard multivariate normal sampling (mvrnorm), allows exponential multivariate normal and quasi-random multivariate normal (using the randtoolbox) all using the same interface.

Usage

mvrnorm2(n, mu, Sigma, exponential = FALSE, sequence = NULL, ...)

Arguments

n

number of samples

mu

mean

Sigma

covariance matrix

exponential

exponential distribution (i.e. multiply mu by exponential of sampled numbers)

sequence

any sequence available in the randtoolbox, e.g. `halton`, or `sobol`

...

parameters passed to mvrnorm or randtoolbox sequence generator

Value

Multivariate normal samples