synfd (version 0.1.3)

gen.mul.data: Generate multivariate data with the given mean vector and covariance matrix

Description

Generate multivariate data with the given mean vector and covariance matrix

Usage

gen.mul.data(
  n = 100,
  K = 2,
  mu = rep(0, K),
  Sigma = diag(K),
  distribution = c("GAUSSIAN", "LAPLACE", "EXPONENTIAL")
)

Arguments

n

sample size

K

dimension

mu

mean vector

Sigma

covariance matrix

distribution

distribution

Value

a n*K matrix