rmvnorm: Generate data from the multivariate Normal distribution

In BDgraph: Bayesian Structure Learning in Graphical Models using Birth-Death MCMC

Generate data from the multivariate Normal distribution

Description

Random generation function from the multivariate Normal distribution with mean equal to mean and covariance matrix sigma.

Usage

 
    rmvnorm(n = 10, mean = rep(0, length = ncol(sigma)), 
             sigma = diag(length(mean))) 

Arguments

n	Number of observations.
mean	Mean vector, default is rep(0, length = ncol(sigma)).
sigma	positive definite covariance matrix, default is diag(length(mean)) .

Value

A numeric matrix with rows equal to n and columns equal to length(mean).

Author(s)

Reza Mohammadi [e-mail]

See Also

bdgraph.sim, rwish, rgwish

Examples

mean  <- c(5, 20)       
sigma <- matrix(c(4, 2,
                    2, 5), 2, 2)  # covariance matrix

sample <- rmvnorm(n = 500, mean = mean, sigma = sigma)
plot(sample)

BDgraph documentation built on Aug. 29, 2025, 5:16 p.m.