mvrnorm: Multivariate normal random vector generator
In spcorum/tsmvrdata: Datasets for tsmvr

Generates vectors iid. from the multivariate normal distribution.

1	mvrnorm(n, mu = 0, Sigma, reps = 1, seed = NULL)

`n`	number of realizations (positive integer-valued numeric)
`mu`	mean (μ) (numeric)
`Sigma`	positive definite covariance matrix (Σ)
`reps`	number of random matrix realizations to return (positive integer-valued numeric)
`seed`	seed for pseudo-random number generator (numeric)

Returns a rep length list of matrices of n stacked vectors, each an iid. realization of N(μ,Σ). If reps=1, then a single matrix returned not in a list. Otherwise, reps matrices are returned in a list.

spcorum/tsmvrdata documentation built on May 6, 2019, 11:17 a.m.