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RestoreNet (version 1.0.1)

rmvNorm: Random generator from a Multivariate Normal distribution

Description

This function generate a random vector from a multivariate normal distribution.

Usage

rmvNorm(d, p, Mu, Sigma)

Value

A \(p \times d\) matrix. Each column is a p-variate random vector from a multivariate normal with mean vector Mu and covariance matrix Sigma.

Arguments

d

sample d.

p

vector dimension.

Mu

mean vector.

Sigma

covariance matrix.