sampleMVN {sparseCov}

This function samples MVN based on a given covariance matrix

Description

This function samples MVN based on a given covariance matrix

Usage

sampleMVN(n, Sigma, sparse = TRUE, n_cores = 1, fastmvn = FALSE)

Arguments

n

The sample size.

Sigma

The covariance matrix.

sparse

The indicator of sparse sampling or not.

n_cores

The number of cores used.

fastmvn

The indicator of fast sampling or not.

Value

The data matrix sampled from the covariance matrix.

Examples

## generate data from a block diagonal covariance matrix structure
n <- 50
p <- 30
data.true.cov <- block.true.cov(p)
data <- sampleMVN(n, data.true.cov, sparse=TRUE)
data[1:10, 1:10]