stremo (version 0.2)

Multivariate Normal: Random multivariate normal distribution.

Description

This function returns a set of uncorrelated variables following a normal distribution.

Usage

rmnorm(covmat, means = 0, sds = NULL, n)

Arguments

covmat

Covariance matrix to be decomposed.

means

A vector of means. If 0 data are centred. Otherwise, its size must be equal in length to the number of variables in covmat.

sds

Optional vector of standard deviations. Must also have length equal to the number of variables in covmat.

n

Number of observations.

Value

A matrix.

References

Fan, X. and Fan, X. Using SAS for Monte Carlo Simulation Research in SEM. 2005. Structural Equation Modeling 12(2): 299-333.

Examples

data(latta)
mat <- rmnorm(latta.greenhouse.cov, n = 1000)
mat
latta.greenhouse.cov
cov(mat)