rmvnormal: Multivariate Gaussian simulation
In CFWP/rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data
rmvnormal R Documentation
Multivariate Gaussian simulation
Description
Fast simulation from multivariate Gaussian probability distribution.
Usage
rmvnormal(n, mu, sigma)
Arguments
n
An integer giving the number of observations to be
simulated.
mu
A numeric vector of dimension p giving the means of
normal distribution.
sigma
A variance-covariance matrix of dimension p times
p.
Details
The rmvnormal function is copied from the GMCM-package. It is
similar to rmvnorm from the mvtnorm-package.
Value
Returns a n by p matrix of observations from a
multivariate normal distribution with the given mean mu and
covariance
Author(s)
Anders Ellern Bilgrau
Examples
rmvnormal(n = 10, mu = 1:4, sigma = diag(4))
CFWP/rags2ridges documentation built on Oct. 21, 2023, 10:19 a.m.
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| rmvnormal | R Documentation |
Multivariate Gaussian simulation
Description
Fast simulation from multivariate Gaussian probability distribution.
Usage
rmvnormal(n, mu, sigma)
Arguments
n |
An |
mu |
A |
sigma |
A variance-covariance |
Details
The rmvnormal function is copied from the GMCM-package. It is
similar to rmvnorm from the mvtnorm-package.
Value
Returns a n by p matrix of observations from a
multivariate normal distribution with the given mean mu and
covariance
Author(s)
Anders Ellern Bilgrau
Examples
rmvnormal(n = 10, mu = 1:4, sigma = diag(4))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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