rmvnorm: Simulate from a Multivariate Normal Distribution

In mixtools: Tools for Analyzing Finite Mixture Models

Simulate from a Multivariate Normal Distribution

Description

Simulate from a multiviate normal distribution

Usage

rmvnorm(n, mu=NULL, sigma=NULL)

Arguments

n	Number of vectors to simulate
mu	mean vector
sigma	covariance matrix, assumed symmetric and nonnegative definite

Details

This function uses an eigen decomposition assuming sigma is symmetric. In particular, the upper triangle of sigma is ignored.

Value

An n \times d matrix in which each row is an independently generated realization from the desired multivariate normal distribution

See Also

eigen, dnorm, dmvnorm

mixtools documentation built on April 12, 2025, 2:31 a.m.