beyondWhittle (version 1.1.1)

rmvnorm: Simulate from a Multivariate Normal Distribution

Description

Produces one or more samples from the specified multivariate normal distribution.

Usage

rmvnorm(n, d, mu = rep(0, d), Sigma = diag(d), ...)

Arguments

n

sample size

d

dimensionality

mu

mean vector

Sigma

covariance matrix

...

further arguments to be parsed to

Value

If n=1 a vector of length d, otherwise an n by d matrix with one sample in each row.

Details

This is a simple wrapper function based on mvrnorm, to be used within sim_varma