rmvnorm: Simulate from a Multivariate Normal Distribution

In beyondWhittle: Bayesian Spectral Inference for Time Series

Simulate from a Multivariate Normal Distribution

Description

Produces one or more samples from the specified multivariate normal distribution.

Usage

rmvnorm(n, d, mu = rep(0, d), Sigma = diag(d), ...)

Arguments

n	sample size
d	dimensionality
mu	mean vector
Sigma	covariance matrix
...	further arguments to be parsed to

Details

This is a simple wrapper function based on mvrnorm, to be used within sim_varma

Value

If n=1 a vector of length d, otherwise an n by d matrix with one sample in each row.

beyondWhittle documentation built on May 31, 2023, 6:51 p.m.