mvn: Density and random sampling for the multivariate normal...

Description Usage Arguments Value

Description

Density and random sampling for the multivariate normal distribution.

Usage

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rmvn(n, mu, Sigma)

dmvn(x, mu, Sigma, log = FALSE)

Arguments

n

Integer number of random draws.

mu

Mean vector of length p.

Sigma

Variance matrix of size p x p.

x

Mutivariate observations. A vector or length n or a matrix of size n x p.

log

Logical; whether to calculate the density on the log scale.

Value

For rmvn, an n x p matrix of random draws. For dmvn a vector of n density evaluations.


mlysy/losmix documentation built on Jan. 18, 2021, 5:56 a.m.