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