rmvnorm: Generate multivariate Normals

In pierrejacob/PET:

Description

Function to generate draws from a multivariate Normal distribution.

Usage

rmvnorm(n, mean, covariance)

Arguments

n	is the number of desired samples
mean	is the mean vector
covariance	is the covariance matrix

Details

This function does not check anything (i.e. that the given covariance is PSD). Thus it is faster than functions in standard packages, but more risky.

Value

a n x d matrix where d is both the length of mean and the dimension of covariance. Each row contains a draw from the desired multivariate Normal.

See Also

rmvnorm_cholesky, dmvnorm, dmvnorm_cholesky_inverse

Examples

rmvnorm(10, rep(0, 5), diag(1, 5, 5))

pierrejacob/PET documentation built on May 25, 2019, 11:35 p.m.