This functions generates two \(n\) by \(p\) size samples of multivariate normal
data. In doing this it also determines and provides the relevant covariance
matrices.
The number of dimensions for the generated samples.
Delta
Optional parameter - Provides the differential network that will be used to obtain the sample covariance matrices.
case
Optional parameter - Selects under which case the covariance matrices are determined. Possible cases are: "sparse" - Sparse Case or "asymsparse"- Asymptotically Sparse Case. Defaults to "sparse".
seed
Optional parameter - Allows a seed to be set for reproducibility.
Value
A list of various outputs, namely:
case - The case used.
seed_option - The seed provided.
X - The first multivariate normal sample.
Y - The second multivariate normal sample.
Sigma_X - The covariance matrix of X.
Sigma_Y - The covariance matrix of Y.
Omega_X - The precision matrix of X.
Omega_Y - The precision matrix of Y.
diff_Omega - The difference of precision matrices.