Description Usage Arguments Value

The matrix decomposition is done via eigen; although a Choleski decomposition might be faster, the eigen decomposition is stabler.

1 2 | ```
multivariate(n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE,
EISPACK = FALSE)
``` |

`n` |
the number of samples required. |

`mu` |
a vector giving the means of the variables. |

`Sigma` |
a positive-definite symmetric matrix specifying the covariance matrix of the variables. |

`tol` |
tolerance (relative to largest variance) for numerical lack of positive-definiteness in Sigma. |

`empirical` |
logical. If true, mu and Sigma specify the empirical not population mean and covariance matrix. |

`EISPACK` |
logical: values other than FALSE are an error. |

If n = 1 a vector of the same length as mu, otherwise an n by length(mu) matrix with one sample in each row.

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