SpatialTools (version 1.0.5)

rmvnorm: Generates realizations from a multivariate normal distribution

Description

Generates realizations from a multivariate normal distribution.

Usage

rmvnorm(nsim = 1, mu, V, method = "eigen")

Value

An \(n \times nsim\) matrix containing the nsim realizations of the multivariate normal distribution. Each column of the matrix represents a realization of the multivariate normal distribution.

Arguments

nsim

An integer indicating the number of realizations from the distribution.

mu

A vector of length n containing the mean values of the multivariate normal distribution.

V

The covariance matrix of the multivariate normal distribution. The matrix should be symmetric and positive definite. The size must be \(n times n\).

method

The method for performing a decomposition of the covariance matrix. Possible values are "eigen", "chol", and "svd", Eigen value decomposition, Cholesky decomposition, or Singular Value Decomposoition, respectively.

Author

Joshua French

See Also

rmvnorm

Examples

n <- 20
mu <- 1:n
V <- exp(-dist1(matrix(rnorm(n))))
rmvnorm(nsim = 100, mu = mu, V = V, method = "eigen")