rmvnorm {CVE}R Documentation

Multivariate Normal Distribution.

Description

Random generation for the multivariate normal distribution.

X ~ N_p(μ, Σ)

Usage

rmvnorm(n = 1, mu = rep(0, p), sigma = diag(p))

Arguments

n

number of samples.

mu

mean

sigma

covariance matrix.

Value

a n x p matrix with samples in its rows.

Examples

## Not run: 
rmvnorm(20, sigma = matrix(c(2, 1, 1, 2), 2))
rmvnorm(20, mu = c(3, -1, 2))

## End(Not run)

[Package CVE version 0.2 Index]