MultiNormal: The Multivariate Normal Distribution

MultiNormalR Documentation

The Multivariate Normal Distribution

Description

Density function and random generation for the multivariate normal distribution with mean vector mu and covariance matrix Sigma.

Usage

dmulti_normal(x, mu, Sigma, log = FALSE, check = FALSE)

rmulti_normal(n, mu, Sigma, check = FALSE)

Arguments

x

Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

mu

Mean vector with length equal to the number of dimensions.

Sigma

Covariance matrix.

log

Logical; If TRUE, values are returned on the log scale.

check

Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency.

n

Number of draws to sample from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization


brms documentation built on Sept. 19, 2022, 5:06 p.m.