MASS_mvrnorm {transforEmotion}

Multivariate Normal (Gaussian) Distribution

Description

This function generates a random sample from the multivariate normal distribution with mean mu and covariance matrix Sigma.

Usage

MASS_mvrnorm(n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE, EISPACK = FALSE)

Arguments

n

Numeric integer. The number of observations to generate.

mu

Numeric vector. The mean vector of the multivariate normal distribution.

Sigma

Numeric matrix. The covariance matrix of the multivariate normal distribution.

tol

Numeric. Tolerance for checking the positive definiteness of the covariance matrix.

empirical

Logical. Whether to return the empirical covariance matrix.

EISPACK

Logical. Whether to use the EISPACK routine instead of the LINPACK routine.

Value

A (n X p) matrix of random observations from the multivariate normal distribution. Updated: 26.10.2023.