mu
and covariance matrix sigma
.
dmvnorm
gives the density and rmvnorm
generates random deviates.
[object Object]
dmvnorm(x, mu, sigma)
rmvnorm(n, mu, sigma)
x
is a matrix, each
row is taken to be a quantile.rep(0, length = ncol(x))
.diag(ncol(x))
.