draw_mvnorm | R Documentation |
Draw a sample from a multivariate normal distribution with specified mean and covariance.
draw_mvnorm(mean = NULL, Sigma = NULL, L = NULL)
mean |
mean vector, defaults to 0 vector |
Sigma |
covariance matrix |
L |
optional cholesky factor of |
One of Sigma
or L
must be provided. Pre-computing L
with L = t(chol(Sigma))
will make calling this function repeatedly
much faster.
A vector giving one draw from the specified multivariate normal distribution.
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