rmvnorm: Multivariate Normal Distribution.

In CVarE: Conditional Variance Estimator for Sufficient Dimension Reduction

Description

Random generation for the multivariate normal distribution.

X ~ N_p(μ, Σ)

Usage

rmvnorm(n = 1, mu = rep(0, p), sigma = diag(p))

Arguments

n	number of samples.
mu	mean
sigma	covariance matrix.

Value

a n x p matrix with samples in its rows.

Examples

CVarE:::rmvnorm(20, sigma = matrix(c(2, 1, 1, 2), 2))
CVarE:::rmvnorm(20, mu = c(3, -1, 2))

CVarE documentation built on March 11, 2021, 5:06 p.m.