new_MULTINORMAL: Multivariate Normal Distribution

In convdistr: Convolute Probabilistic Distributions

Multivariate Normal Distribution

Description

Return a DISTRIBUTION object that draw random numbers from a multivariate normal distribution using the mvrnorm function.

Usage

new_MULTINORMAL(p_mu, p_sigma, p_dimnames, tol = 1e-06, empirical = FALSE)

Arguments

p_mu	a vector of means
p_sigma	a positive-definite symmetric matrix for the covariance matrix
p_dimnames	A character that represents the name of the dimension
tol	tolerance (relative to largest variance) for numerical lack of positive-definiteness in p_sigma.
empirical	logical. If true, mu and Sigma specify the empirical not population mean and covariance matrix.

Value

An object of class DISTRIBUTION, MULTINORMAL

Author(s)

John J. Aponte

See Also

mvrnorm

Examples

msigma <- matrix(c(1,0,0,1), ncol=2)
d1 <- new_MULTINORMAL(c(0,1), msigma)
rfunc(d1, 10)

convdistr documentation built on May 29, 2024, 11:49 a.m.