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amen (version 1.4.5)

rmvnorm: Simulation from a multivariate normal distribution

Description

Simulates a matrix where the rows are i.i.d. samples from a multivariate normal distribution

Usage

rmvnorm(n, mu, Sigma, Sigma.chol = chol(Sigma))

Value

a matrix with n rows

Arguments

n

sample size

mu

multivariate mean vector

Sigma

covariance matrix

Sigma.chol

Cholesky factorization of Sigma

Author

Peter Hoff