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# Copyright (C) 2012 - 2021 Reza Mohammadi |
# |
# This file is part of BDgraph package. |
# |
# BDgraph is free software: you can redistribute it and/or modify it under |
# the terms of the GNU General Public License as published by the Free |
# Software Foundation; see <https://cran.r-project.org/web/licenses/GPL-3>.|
# |
# Maintainer: Reza Mohammadi <a.mohammadi@uva.nl> |
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# Data generator from multivarate normal distribution |
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rmvnorm = function( n = 10, mean = rep( 0, length = ncol( sigma ) ),
sigma = diag( length( mean ) ) )
{
if( !isSymmetric( sigma, tol = sqrt( .Machine $ double.eps ), check.attributes = FALSE ) )
stop( "'sigma' must be a symmetric matrix" )
sigma = as.matrix( sigma )
p = nrow( sigma )
if( length( mean ) == 1 ) mean = rep( mean, p )
if( length( mean ) != nrow( sigma ) ) stop( "'mean' and 'sigma' have non-conforming size" )
# - - generate multivariate normal data - - - - - - - - - - - - - - - - - -|
chol_sig = chol( sigma )
z = matrix( stats::rnorm( p * n ), p, n )
data = t( chol_sig ) %*% z + mean
data = t( data )
if( n == 1 ) data = as.vector( data )
return( data )
}
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