rmnorm {bifurcatingr}

Multivariate Normal Generator

Description

This function generates multivariate normal errors that are used in the generation of the Bifurcating autoregressive tree.

Usage

rmnorm(n, d = 2, mu = rep(0, d), sigma = diag(d))

Arguments

n

sample size

d

dimension. Defaults to 2 for bivariate normal errors.

mu

mean vector. Defaults to the zero vector.

sigma

variance-covariance matrix. Defaults to the d by d identity matrix, where d is the dimension.

Value

An n by d multivariate normal matrix.

Examples

rmnorm(10)
rmnorm(10, 3)