rmnorm: Random number generation for multivariate normal

Description Usage Arguments Value Author(s) Examples

Description

Simulates from a multivariate normal distribution

Usage

1
rmnorm(n = 1, mean = rep(0, d), varcov)

Arguments

n

number of random numbers to be generated

mean

numeric vector giving the mean of the distribution

varcov

a positive definite matrix representing the variance-covariance matrix of the distribution

Value

matrix of n rows of random vectors

Author(s)

Jim Albert

Examples

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mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
x <- rmnorm(10, mu, Sigma)

LearnBayes documentation built on May 1, 2019, 7:03 p.m.