rmvn {broman}

Simulate multivariate normal

Description

Simulate from a multivariate normal distribution.

Usage

rmvn(n, mu = 0, V = matrix(1))

Arguments

n

Number of simulation replicates.

mu

Mean vector.

V

Variance-covariance matrix.

Details

Uses the Cholesky decomposition of the matrix V, obtained by base::chol().

Value

A matrix of size n x length(mu). Each row corresponds to a separate replicate.

See Also

stats::rnorm()

Examples

x <- rmvn(100, c(1,2),matrix(c(1,1,1,4),ncol=2))