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rmvn: Generate Multivariate Normal Random Variates

Description

Generates random samples from a multivariate normal distribution with a specified covariance structure.

Usage

rmvn(n, sigma)

Value

Matrix of dimension n × ncol(sigma) containing random samples from the multivariate normal distribution.

Arguments

n

Integer. Number of samples to generate.

sigma

Matrix. Covariance matrix that defines the distribution.