https://github.com/cran/mvtBinaryEP
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Tip revision: e03023db232593f436717e7be27d1c52d9865644 authored by Kunthel By on 18 February 2009, 00:00 UTC
version 1.0
Tip revision: e03023d
ranMvnXch.R
`ranMvnXch` <-
function(rho, n, nRep=1, 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))
    }

    x = sqrt(1-rho^2)*matrix(rnorm(nRep*n),nRep)
    z = matrix( rep(rho*rnorm(nRep),n),nRep, byrow=F )
    y = x + z;

    return(y)
}

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