new_MULTINORMAL {convdistr} R Documentation

## Multivariate Normal Distribution

### Description

Return a DISTRIBUTION object that draw random numbers from a multivariate normal distribution using the mvrnorm function.

### Usage

new_MULTINORMAL(p_mu, p_sigma, p_dimnames, tol = 1e-06, empirical = FALSE)


### Arguments

 p_mu a vector of means p_sigma a positive-definite symmetric matrix for the covariance matrix p_dimnames A character that represents the name of the dimension tol tolerance (relative to largest variance) for numerical lack of positive-definiteness in p_sigma. empirical logical. If true, mu and Sigma specify the empirical not population mean and covariance matrix.

### Value

An object of class DISTRIBUTION, MULTINORMAL

### Author(s)

John J. Aponte

mvrnorm
msigma <- matrix(c(1,0,0,1), ncol=2)