https://github.com/cran/mvtBinaryEP
Tip revision: e03023db232593f436717e7be27d1c52d9865644 authored by Kunthel By on 18 February 2009, 00:00:00 UTC
version 1.0
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)
}