# NOT RUN {
lamvec = c(0.5,0.7,0.9)
cmat = matrix(c(
1.000, 0.352, 0.265, 0.342, 0.090, 0.141,
0.352, 1.000, 0.121, 0.297, -0.022, 0.177,
0.265, 0.121, 1.000, 0.294, -0.044, 0.129,
0.342, 0.297, 0.294, 1.000, 0.100, 0.354,
0.090, -0.022, -0.044, 0.100, 1.000, 0.386,
0.141, 0.177, 0.129, 0.354, 0.386, 1.000), nrow=6, byrow=TRUE)
rmat = matrix(c(-0.5486,-0.2103, 0.3386, 0.9035, 1.0283, 0.9272), byrow=TRUE, ncol=2)
norow=10e+5
mean.vec=c(1,0.5,100)
variance.vec=c(1,0.02777778,1000)
P_NN_data = RNG.P.NN(lamvec, cmat, rmat, norow, mean.vec, variance.vec)
# }
Run the code above in your browser using DataLab