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