rmvnorm {amen} | R Documentation |
Simulates a matrix where the rows are i.i.d. samples from a multivariate normal distribution
rmvnorm(n, mu, Sigma, Sigma.chol = chol(Sigma))
n |
sample size |
mu |
multivariate mean vector |
Sigma |
covariance matrix |
Sigma.chol |
Cholesky factorization of |
a matrix with n
rows
Peter Hoff