multiNormalDist: Multivariate normal distribution

multiNormalDistR Documentation

Multivariate normal distribution

Description

Function to generate multivariate normal distribution where each variable has a standard normal distribution N(0,1)

Usage

multiNormalDist(sample.size = 2500, ncol = 5)

Arguments

sample.size

Numeric. Indicating the sample size for distribution

ncol

Numeric. Indicating the number of columns

Details

The multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. It is a vector in multiple normally distributed variables, such that any linear combination of the variables is also normally distributed.

Author(s)

Shubhra Prakash <shubhra.prakash@mu-sigma.com>

Examples

multiNormalDist(2500,2) 
x=multiNormalDist(2500,2)
hist(x[,1])

muHVT documentation built on March 7, 2023, 6:38 p.m.