R: Generates random values from a normal and puts them in a...

Generates random values from a normal and puts them in a matrix {Rfast} | R Documentation

## Generates random values from a normal and puts them in a matrix

### Description

Generates random values from a normal and puts them in a matrix.

### Usage

    matrnorm(n, p)

### Arguments

`n` | The sample size, the number of rows the matrix will have.
`p` | The dimensionality of the data, the nubmer of columns of the matrix.

### Details

How many times did you have to simulated data from a (standard) normal distribution in order to test something? For example, in order to see the speed of `logistic_only`, one needs to generate a matrix with predictor variables. The same is true for other similar functions. In `sftests`, one would like to examine the typer I error of this test under the null hypothesis.

By using the Ziggurat method of generating standard normal variates, this function is really fast when you want to generate big matrices.

### Value

An n x p matrix with data simulated from a standard normal distribution.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr>

### See Also

`rvmf, Rnorm, rmvnorm, rvonmises`

### Examples

    x <- matrnorm(100, 100)

[Package Rfast version 2.0.0 Index]