rmnorm: Random Multivariate Normal Generator

Description Usage Arguments Value

Description

Generates a normally distributed vector given a mean vector and either a covariance matrix or a precision matrix. Computationally, this method has an advantage since an inverse is never taken.

Usage

1
rmnorm(mu, cov, prec)

Arguments

mu

mean vector.

cov

covariance matrix.

prec

precision matrix.

Value

A randomly generated vector with the same length as mu.


wzhorton/hortonlib documentation built on May 9, 2019, 8:19 a.m.