mvrnorm {mev} | R Documentation |
Multivariate Normal distribution sampler
Description
Sampler derived using the eigendecomposition of the covariance
matrix Sigma
. The function uses the Armadillo random normal generator
Usage
mvrnorm(n, mu, Sigma)
Arguments
n |
sample size |
mu |
mean vector. Will set the dimension |
Sigma |
a square covariance matrix, of same dimension as |
Value
an n
sample from a multivariate Normal distribution
Examples
mvrnorm(n=10, mu=c(0,2), Sigma=diag(2))
[Package mev version 1.17 Index]