rmvtn: Produce samples from a multivariate normal density using the...

View source: R/RcppExports.R

rmvtnR Documentation

Produce samples from a multivariate normal density using the Cholesky decomposition

Description

Produce samples from a multivariate normal density using the Cholesky decomposition

Usage

rmvtn(n, mu, sigma)

Arguments

n

number of samples

mu

mean vector

sigma

covariance matrix

(source: http://gallery.rcpp.org/articles/simulate-multivariate-normal/)


fintzij/stemr documentation built on March 25, 2022, 12:25 p.m.