rmnorm {bifurcatingr} | R Documentation |
This function generates multivariate normal errors that are used in the generation of the Bifurcating autoregressive tree.
rmnorm(n, d = 2, mu = rep(0, d), sigma = diag(d))
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 |
An n
by d
multivariate normal matrix.
rmnorm(10) rmnorm(10, 3)