https://github.com/cran/mvtBinaryEP
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Tip revision: bd876c4c9cc813f7c7b610832fa2793c250504d0 authored by Kunthel By on 25 January 2011, 00:00 UTC
version 1.0.1
Tip revision: bd876c4
ranMVN.R
`ranMVN` <-
function(nRep=1, Sigma, seed=NULL)
{
    if ( !exists(".Random.seed", envir=.GlobalEnv, inherits = FALSE) ){ runif(1) }
    if (is.null(seed))
        RNGstate <- get(".Random.seed", envir = .GlobalEnv)
    else
    {
        R.seed <- get(".Random.seed", envir = .GlobalEnv)
        set.seed(seed)
        RNGstate <- structure(seed, kind = as.list(RNGkind()))
        on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv))
    }
    
  p <- nrow(Sigma)
  rootS <- chol(Sigma)
  Z <- matrix(rnorm(p*nRep),nRep) # Of dimension nRep by p. #
  Y <- Z %*% rootS
  return(Y)
}

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