Rcpp How to generate random multivariate normal vector in Rcpp?

Rcpp How to generate random multivariate normal vector in Rcpp? References

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1. c - Rcpp How to generate random multivariate normal vector in ...

   I\'m not sure that Rcpp will help unless you find a good algorithm to approximate your multivariate (cholesky, svd, etc.) and program it using Eigen (RccpEigen) or ...

   stackoverflow.com/questions/15263996/​rcpp-how-to... - Cached
   

2. Recently Active \'rcpp\' Questions - Stack Overflow

   Rcpp How to generate random multivariate normal vector in Rcpp? I would like to generate some large random multivariate (more than 6 dimensions) normal samples.

   stackoverflow.com/questions/tagged/​rcpp?sort=active - Cached
   

3. Generating a multivariate gaussian distribution using ...

   Let’s see how Rcpp and Armadillo perform ... ### Covariance matrix and mean vector sigma ... Faster Multivariate Normal densities with RcppArmadillo and OpenMP ...

   gallery.rcpp.org/articles/simulate-​multivariate-normal - Cached
   

4. Rcpp: Seamless R and C++ Integration - Dirk Eddelbuettel

   ... a package author can keep his data in normal R data structures ... as a random number generator for the ... multivariate GARCH models using Rcpp and ...

   dirk.eddelbuettel.com/code/rcpp.html - Cached
   

5. Timing random number generators

   Here we find the speed of the Rcpp generator to be ... Rcpp still allows us to generate the same random numbers ... Faster Multivariate Normal densities with ...

   gallery.rcpp.org/articles/timing-rngs - Cached
   

6. Rcpp: Seamless R and C++ Integration - Dirk Eddelbuettel

   ... a package author can keep his data in normal R data structures ... multivariate abundance data in ... multiple membership random effects, using both Rcpp and ...

   dirk.eddelbuettel.com/code - Cached
   

7. Generating a multivariate gaussian distribution using ...

   Let’s see how Rcpp and Armadillo ... Loading required package: MASS ### Covariance matrix and mean vector sigma ... Generating a multivari ate gaussian ...

   www.r-bloggers.com/generating-a-​multivariate-gaussian... - Cached
   

8. RNG Performance with Rcpp - Home Page for Jonathan P. Olmsted

   Each of 4 approaches is used to take 100,000 draws from a Stand ard Normal ... a single call to the new Rcpp API asking for a vector of 100,000 draws in ...

   www.rochester.edu/.../2012/08/22/rcpp-​rng-performance.html - Cached
   

9. R: News for Package \'Rcpp\' - The Comprehensive R Archive Network

   . .. function to generate Rcpp ... also added short timing on Normal and Gaussian RNG draws between Rcpp ... Fixed a bug in Vector that caused random ...

   cran.r-project.org/web/packages/Rcpp/​news.html - Cached
   

10. Rcpp: An R / C++ interface

    ... Another benchmark is the performance of generating distribution random ... at the Rcpp gallery for timing random ... normal random variates are needed ...

    comments.gmane.org/​gmane.comp.lang.r.rcpp/4880 - Cached