gptk (version 1.0)

gaussSamp: Sample from a Gaussian with a given covariance.

Description

samples a given number of samples from a Gaussian with a given covariance matrix.

Usage

y <- gaussSamp(Sigma, numSamps)

Arguments

Sigma

the covariance of the Gaussian to sample from.

numSamps

the number of samples to take from Gaussian.

Value

• y
  the samples from the Gaussian

See Also

rnorm, eigen.

Examples

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