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lame (version 1.3.4)

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 = NULL)

Value

a matrix with n rows

Arguments

n

sample size

mu

multivariate mean vector

Sigma

covariance matrix

Sigma.chol

Cholesky factorization of Sigma

Author

Cassy Dorff, Shahryar Minhas, Tosin Salau