rmvnorm {mixtools} | R Documentation |
Simulate from a Multivariate Normal Distribution
Description
Simulate from a multiviate normal distribution
Usage
rmvnorm(n, mu=NULL, sigma=NULL)
Arguments
n |
Number of vectors to simulate |
mu |
mean vector |
sigma |
covariance matrix, assumed symmetric and nonnegative definite |
Details
This function uses an eigen
decomposition assuming sigma
is symmetric.
In particular, the upper triangle of sigma
is ignored.
Value
An n \times d
matrix in which each row is an independently
generated realization from the desired multivariate normal distribution
See Also
[Package mixtools version 2.0.0 Index]