rmvn: Simulate multivariate normal
In lukehannan/lumisc: Miscellaneous Functions to Help With Data Analysis
rmvn R Documentation
Simulate multivariate normal
Description
Simulate from a multivariate normal distribution.
Usage
rmvn(n, mu = 0, cov = matrix(1))
Arguments
n
Number of simulation replicates.
mu
Mean vector.
cov
Variance-covariance matrix.
Details
Uses the Cholesky decomposition of the matrix cov, obtained by
base::chol().
Value
A matrix of size n x length(mu). Each row corresponds to a
separate replicate.
See Also
stats::rnorm()
Examples
rmvn(100, c(1, 2), matrix(c(1, 1, 1, 4), ncol = 2))
lukehannan/lumisc documentation built on May 9, 2022, 12:59 p.m.
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| rmvn | R Documentation |
Simulate multivariate normal
Description
Simulate from a multivariate normal distribution.
Usage
rmvn(n, mu = 0, cov = matrix(1))
Arguments
n |
Number of simulation replicates. |
mu |
Mean vector. |
cov |
Variance-covariance matrix. |
Details
Uses the Cholesky decomposition of the matrix cov, obtained by
base::chol().
Value
A matrix of size n x length(mu). Each row corresponds to a
separate replicate.
See Also
stats::rnorm()
Examples
rmvn(100, c(1, 2), matrix(c(1, 1, 1, 4), ncol = 2))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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