rmvnorm

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

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Renate Meyer

beyondWhittle

Bayesian Spectral Inference for Time Series

Alexander Meier

Claudia Kirch

Matthew C. Edwards

Yifu Tang

rmvnorm function

<dl><dt>n</dt>
<dd>sample size</dd>
<dt>d</dt>
<dd>dimensionality</dd>
<dt>mu</dt>
<dd>mean vector</dd>
<dt>Sigma</dt>
<dd>covariance matrix</dd>
<dt>...</dt>
<dd>further arguments to be parsed to</dd></dl>

Arguments

Simulate from a Multivariate Normal Distribution — rmvnorm

<dl>

<dt>n</dt>
<dd>sample size</dd>


<dt>d</dt>
<dd>dimensionality</dd>


<dt>mu</dt>
<dd>mean vector</dd>


<dt>Sigma</dt>
<dd>covariance matrix</dd>


<dt>...</dt>
<dd>further arguments to be parsed to</dd>

</dl>

rmvnorm: Simulate from a Multivariate Normal Distribution

Description

Usage

Value

Arguments

Details