R/rmvnorm.R

##' @importFrom stats rnorm
rmvnorm <- function (n = 1, mean, var) {
  p <- length(mean)
  ##  if (!all(dim(var)==c(p,p)))
  ##    pStop_("length of ",sQuote("mean")," must equal the dimension of the square matrix ",sQuote("var"),".")
  cf <- t(chol(var))
  matrix(mean,p,n)+cf%*%matrix(rnorm(p*n),p,n)
}
kingaa/ouch documentation built on June 14, 2025, 9:11 a.m.