mvrnormArma: Simulate from a Multivariate Gaussian Distribution

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Simulate from a Multivariate Gaussian Distribution

Description

Produces samples from the specified multivariate Gaussian distribution

Usage

mvrnormArma(N, mu, Sigma)

Arguments

N	the number of samples required
mu	a vector of mean values
Sigma	positive-definite symmetric matrix specifying the covariance of variables

Value

samples from a multivariate Gaussian distribution

Examples

samples <- mvrnormArma(N = 10000, mu = c(0, 0), Sigma = diag(2))

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.