kronSamp {telefit}

Samples a multivariate normal with a Kronecker product covariance structure

Description

Samples x ~ N(0, AxB)

Usage

kronSamp(A, B)

Arguments

A

an m x n matrix

B

an p x q matrix

Examples

A = matrix(c(1,.5,.5,1), ncol=2)
B = diag(2)
x = kronSamp(A, B)