telefit (version 1.0.3)

kronSamp: Samples a multivariate normal with a Kronecker product covariance structure

Description

Samples \(x ~ N(0, AxB)\)

Usage

kronSamp(A, B)

Arguments

A

an \(m x n\) matrix

B

an \(p x q\) matrix

Examples

# NOT RUN {
A = matrix(c(1,.5,.5,1), ncol=2)
B = diag(2)
x = kronSamp(A, B)

# }