qpSampleMvnorm {qpgraph}R Documentation

Sample multivariate normal observations

Description

Samples independent observations from a multivariate normal distribution with a given mean vector and a given concentration matrix.

Usage

qpSampleMvnorm(K, N, mean = rep(0, nrow(K)))

Arguments

K concentration matrix of the multivariate normal distribution.
N number of observations to sample.
mean mean vector of the multivariate normal distribution.

Details

This function requires the mvtnorm package. This function is designed to be used to sample multivariate normal observations from a randomly generated concentration matrix that has a zero-structure reflecting the conditional independencies from a, possibly also randomly generated, undirected graph. The function qpI2K can be employed to obtain such a concentration matrix.

Value

A matrix where rows correspond to observations and columns to random variables.

Author(s)

R. Castelo and A. Roverato

References

Castelo, R. and Roverato, A. A robust procedure for Gaussian graphical model search from microarray data with p larger than n. J. Mach. Learn. Res., 7:2621-2650, 2006.

See Also

qpI2K

Examples

nVar <- 50 # number of variables
maxCon <- 5  # maximum connectivity per variable
nObs <- 30 # number of observations to simulate

I <- qpRndGraph(n.vtx=nVar, n.bd=maxCon)
K <- qpI2K(I)

X <- qpSampleMvnorm(K, nObs)

dim(X)

[Package qpgraph version 1.0.0 Index]