rmvnorm: Simulation from a multivariate normal distribution

In pdhoff/amen: Additive and Multiplicative Effects Models for Networks and Relational Data

Description

Simulates a matrix where the rows are i.i.d. samples from a multivariate normal distribution

Usage

rmvnorm(n, mu, Sigma, Sigma.chol = chol(Sigma))

Arguments

n	sample size
mu	multivariate mean vector
Sigma	covariance matrix
Sigma.chol	Cholesky factorization of Sigma

Value

a matrix with n rows

Author(s)

Peter Hoff

pdhoff/amen documentation built on Dec. 21, 2020, 6:10 a.m.