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amen (version 1.1)

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))

Arguments

n
sample size
mu
multivariate mean vector
Sigma
covariance matrix
Sigma.chol
Cholesky factorization of Sigma

Value

a matrix with n rows