Simulating Continuous Random Vectors from a Multivariate Normal Distribution
Utility function to simulate continuous random vectors from a multivariate normal distribution such that all marginal distributions are univariate standard normal.
integer indicating the sample size.
matrix indicating the correlation matrix of the multivariate normal distribution.
Checks are made to ensure that
cor.matrix is a positive definite correlation matrix. The positive definiteness of
cor.matrix is assessed via eigenvalues.
R random vectors of size
1 2 3 4 5 6 7 8 9
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.