RandomGaussianSVDwrapper: Generate Random Variates from the Gaussian Distribution
(Singular Value Decomposition)
Description
Generate Random Variates from the Gaussian Distribution
(Singular Value Decomposition)
Usage
RandomGaussianSVDwrapper(Z, svd)
Arguments
- Z
Numeric matrix.
n by k matrix of independent random variates
from the standard univariate normal distribution
\(\mathbf{Z}\).
- svd
Object.
Result of svd().
Author
Ivan Jacob Agaloos Pesigan