broman (version 0.38-2)

rmvn: Simulate multivariate normal

Description

Simulate from a multivariate normal distribution.

Usage

rmvn(n, mu=0, V=matrix(1))

Arguments

n

Number of simulation replicates.

mu

Mean vector.

V

Variance-covariance matrix.

Value

• A matrix of size n x length(mu). Each row corresponds to a separate replicate.

Details

Uses the Cholesky decomposition of the matrix V, obtained by chol.

See Also

rnorm

Examples

x <- rmvn(100, c(1,2),matrix(c(1,1,1,4),ncol=2))