rmvnormal | R Documentation |
Fast simulation from multivariate Gaussian probability distribution.
rmvnormal(n, mu, sigma)
n |
An |
mu |
A |
sigma |
A variance-covariance |
The rmvnormal
function is copied from the GMCM
-package. It is
similar to rmvnorm
from the mvtnorm
-package.
Returns a n
by p
matrix of observations from a
multivariate normal distribution with the given mean mu
and
covariance
Anders Ellern Bilgrau
rmvnormal(n = 10, mu = 1:4, sigma = diag(4))
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