Displaying 1 result from an estimated 1 matches for "mvntest".
2006 Aug 03
1
question about dll crashing R
...UNPROTECT( 1 ) ;
return( ans ) ;
}
I am also generating random multiavriate normals using
the (not pretty) code
*
1) Generate P independent standard normal deviates -
Ei ~ N(0,1)
2) Using Cholesky decomposition find A s.t.
trans(A)*A = COVM
3) trans(A)E + MEANV ~ N(MEANV,COVM)
*/
SEXP mvntest (SEXP mean, SEXP cov, SEXP temp)
{ int nrx , ncx , nry , ncy ,info,mode;
SEXP xdims , ydims , ans;
int i,j, one=1;
info = 1;
xdims = getAttrib (mean , R_DimSymbol ) ;
ydims = getAttrib (cov , R_DimSymbol ) ;
mode = REALSXP;
nrx = INTEGER( xdims ) [ 0 ] ;
ncx = INTEGER( xdims ) [ 1 ] ;
nry = INT...