% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/generate_multivariate_laplace.R
\name{generate_multivariate_laplace}
\alias{generate_multivariate_laplace}
\title{Generate Multivariate Symmetric Laplace Random Vectors}
\usage{
generate_multivariate_laplace(n, p, Sigma_L)
}
\arguments{
\item{n}{Number of observations (rows) to generate.}

\item{p}{Dimension of each observation (columns).}

\item{Sigma_L}{A \eqn{p \times p} positive definite covariance matrix for the Gaussian component \eqn{Z}.}
}
\value{
An \code{n x p} matrix where each row is a draw from the multivariate symmetric Laplace distribution with scale matrix \eqn{\Sigma_L}.
}
\description{
Generates a matrix of independent draws from a multivariate symmetric Laplace distribution. Each row is an independent observation of a \eqn{p}-dimensional random vector \eqn{\epsilon = Z\sqrt{W}}, where \eqn{Z \sim N_p(0, \Sigma_L)} and \eqn{W \sim \text{Exp}(1)} independent of \eqn{Z}.
}
\examples{
set.seed(123)
p <- 3
Sigma_L <- diag(p)
X <- generate_multivariate_laplace(100, p, Sigma_L)
pairs(X)
}
