Draw from a multivariate distribution — mvdist

Simulate from the distribution's own seeded Mersenne Twister stream. A given seed reproduces the same draws bit-for-bit in R, Python, and the upstream C# library. method = "latin_hypercube" draws a Latin hypercube sample instead of ordinary Monte Carlo and is available for "MultivariateNormal" and "MultivariateStudentT" only; it requires an explicit seed (there is no clock-seeded LHS upstream).

Usage

mvdist_random(mv, n, seed = NULL, method = c("random", "latin_hypercube"))

Arguments

mv: a corehydro_mvdist.
n: number of draws.
seed: integer seed for reproducible draws; NULL (the default) seeds from the clock, except for method = "latin_hypercube" where it is required.
method: "random" (the default) for ordinary Monte Carlo, or "latin_hypercube".

Value

an n x dimension numeric matrix.

Examples

mvdist_random(mvdist_normal(c(0, 0), diag(2)), 5, seed = 12345)
#>            [,1]        [,2]
#> [1,]  1.4729377  1.22735132
#> [2,] -0.4778582 -1.12305394
#> [3,] -0.9005312 -1.75348383
#> [4,] -0.8254422  0.94017513
#> [5,]  0.1705852  0.08049425