mvtnorm (version 0.5-15)

Mvnorm: The Multivariate Normal Distribution

Description

These functions provide information about the multivariate normal distribution with mean equal to mean and covariance matrix sigma. dmvnorm gives the density and rmvnorm generates random deviates.

Usage

dmvnorm(x, mean, sigma, log=FALSE)
rmvnorm(n, mean, sigma)

Arguments

x

Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

n

Number of observations.

mean

Mean vector, default is rep(0, length = ncol(x)).

sigma

Covariance matrix, default is diag(ncol(x)).

log

Logical; if TRUE, densities d are given as log(d).

See Also

pmvnorm,rnorm

Examples

dmvnorm(x=c(0,0))
dmvnorm(x=c(0,0), mean=c(1,1))
x <- rmvnorm(n=100, mean=c(1,1))
plot(x)