simuBlockGaussian {MLGL} | R Documentation |
simulate n samples from a gaussian multivariate law with 0 vector mean and block diagonal variance matrix with diagonal 1 and block of rho.
simuBlockGaussian(n, nBlock, sizeBlock, rho)
n |
number of samples to simulate |
nBlock |
number of blocks |
sizeBlock |
size of blocks |
rho |
correlation within each block |
a matrix of size n *(nBlock*sizeBlock) containing the samples
Quentin Grimonprez
X = simuBlockGaussian(50,12,5,0.7)