randsamp: Random sampling from multivariate normal, lognormal, or...

In baccione-eawag/EawagSchoolTools: Miscellaneous Tools for Eawag Summer School in Environmental Systems Analysis

Description

Generate a random sample from a multivariate normal or lognormal distribution, or from a product of independent one-dimensional distributions.

Usage

randsamp(sampsize=1,dist="Normal",mean=0,sd=1,cor=NA,distdef=NA,file=NA)

Arguments

sampsize	sample size
dist	distribution type: "Normal", "Lognormal", or "Indep"
mean	vector of means
sd	vector of standard deviations
cor	correlation matrix of the distribution
distdef	distribution definition for independent one-dimensional distributions
file	optional file to save results

Value

Returns a list containing:

mean	vector of means
sd	vector of standard deviations
corr	correlation matrix of the distribution
sampsize	sample size
sample	data frame of parameter samples (each row corresponds to a draw)
logpdf	vector of values of log probability density at the sample points

Author(s)

Peter Reichert <[e-mail]>

baccione-eawag/EawagSchoolTools documentation built on Dec. 19, 2021, 6:38 a.m.