rmvnorm: Multivariate normal distribution with 0 mean

Description Usage Arguments Value

View source: R/RcppExports.R

Description

This routine samples multivarate normal distribution of mean 0 from precision matrix

Usage

1
rmvnorm(n, Omega)

Arguments

n

sample size

Omega

**precision** matrix of dimension p by p

Value

a matrix with dimension n by p, each row is a sample


robustcov documentation built on Aug. 4, 2021, 5:07 p.m.