mvrnorm: Simulate from a Multivariate Normal Distribution

In robinvanemden/contextual: Simulation and Analysis of Contextual Multi-Armed Bandit Policies

Description

Produces one or more samples from the specified multivariate normal distribution.

Usage

mvrnorm(n, mu, sigma)

Arguments

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.

Value

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

robinvanemden/contextual documentation built on Aug. 12, 2019, 9:30 p.m.