rmvnorm: Simulation from a multivariate normal distribution

View source: R/rmvnorm.R

rmvnormR Documentation

Simulation from a multivariate normal distribution

Description

Simulates a matrix where the rows are i.i.d. samples from a multivariate normal distribution

Usage

rmvnorm(n, mu, Sigma, Sigma.chol = chol(Sigma))

Arguments

n

sample size

mu

multivariate mean vector

Sigma

covariance matrix

Sigma.chol

Cholesky factorization of Sigma

Value

a matrix with n rows

Author(s)

Peter Hoff


amen documentation built on May 29, 2024, 9:58 a.m.