BDgraph (version 2.74)

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)