Generates random values from a normal and puts them in a matrix {Rfast}R Documentation

Generates random values from a normal and puts them in a matrix

Description

Generates random values from a normal and puts them in a matrix.

Usage

matrnorm(n, p, seed = NULL)

Arguments

n

The sample size, the number of rows the matrix will have.

p

The dimensionality of the data, the nubmer of columns of the matrix.

seed

If you want the same to be generated again use a seed for the generator, an integer number.

Details

How many times did you have to simulated data from a (standard) normal distribution in order to test something? For example, in order to see the speed of logistic_only, one needs to generate a matrix with predictor variables. The same is true for other similar functions. In sftests, one would like to examine the typer I error of this test under the null hypothesis.

By using the Ziggurat method of generating standard normal variates, this function is really fast when you want to generate big matrices.

Value

An n x p matrix with data simulated from a standard normal distribution.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>

See Also

rvmf, Rnorm, rmvnorm, rvonmises

Examples

x <- matrnorm(100, 100)

[Package Rfast version 2.1.0 Index]