mvrnorm2 function

More powerful multivariate normal sampling function

Besides standard multivariate normal sampling (mvrnorm), allows exponential multivariate normal and quasi-random multivariate normal (using the randtoolbox) all using the same interface.

mvrnorm2(n, mu, Sigma, exponential = FALSE, sequence = NULL, ...)

Arguments

• n: number of samples
• mu: mean
• Sigma: covariance matrix
• exponential: exponential distribution (i.e. multiply mu by exponential of sampled numbers)
• sequence: any sequence available in the randtoolbox, e.g. halton, or sobol
• ...: parameters passed to mvrnorm or randtoolbox sequence generator

Returns

Multivariate normal samples