# Simulating Continuous Random Vectors from a Multivariate Normal Distribution

### Description

Utility function to simulate continuous random vectors from a multivariate normal distribution such that all marginal distributions are univariate standard normal.

### Usage

1 | ```
rsmvnorm(R, cor.matrix)
``` |

### Arguments

`R` |
integer indicating the sample size. |

`cor.matrix` |
matrix indicating the correlation matrix of the multivariate normal distribution. |

### Details

Checks are made to ensure that `cor.matrix`

is a positive definite correlation matrix. The positive definiteness of `cor.matrix`

is assessed via eigenvalues.

### Value

Returns `R`

random vectors of size `ncol(cor.matrix)`

.

### Author(s)

Anestis Touloumis

### Examples

1 2 3 4 5 6 7 8 9 |

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