BDgraph (version 2.73)

rmvnorm: Generate data from the multivariate Normal distribution

Description

Random generation function from the multivariate Normal distribution with mean equal to \(mean\) and covariance matrix \(sigma\).

Usage

rmvnorm( n = 10, mean = rep( 0, length = ncol( sigma ) ), 
             sigma = diag( length( mean ) ) )

Value

A numeric matrix with rows equal to \(n\) and columns equal to \(length( mean )\).

Arguments

n

Number of observations.

mean

Mean vector, default is \(rep( 0, length = ncol( sigma ) )\).

sigma

positive definite covariance matrix, default is \( diag( length( mean ) ) \).

Author

Reza Mohammadi

See Also

bdgraph.sim, rwish, rgwish

Examples

mean  <- c( 5, 20 )       
sigma <- matrix( c( 4, 2,
                    2, 5 ), 2, 2 )  # covariance matrix

sample <- rmvnorm( n = 500, mean = mean, sigma = sigma )
plot( sample )