rmvn: Multivariate Normal Simulation

In Boom: Bayesian Object Oriented Modeling

Multivariate Normal Simulation

Description

Simulate draws from the multivariate normal distribution.

Usage

rmvn(n = 1, mu, sigma = diag(rep(1., length(mu))))

Arguments

n	The desired number of draws.
mu	The mean of the distribution. A vector.
sigma	The variance matrix of the distribution. A matrix.

Details

Note that mu and sigma are the same for all n draws. This function cannot handle separate parameters for each draw the way rnorm and similar functions for scalar random variables can.

Value

If n == 1 the return value is a vector. Otherwise it is a matrix with n rows and length(mu) columns.

Author(s)

Steven L. Scott [e-mail]

Examples

y1 <- rnorm(1, 1:3)
## y1 is a vector
y2 <- rnorm(10, 1:3)
## y2 is a matrix

Boom documentation built on May 29, 2024, 5:08 a.m.