rmvnormal

An <code>integer</code> giving the number of observations to be
simulated.

A <code>numeric</code> vector of dimension \(p\) giving the means of
normal distribution.

A variance-covariance <code>matrix</code> of dimension \(p\) times
\(p\).

sigma

Fast simulation from multivariate Gaussian probability distribution.

rags2ridges

rmvnormal function

<dl><dt>n</dt>
<dd>An <code>integer</code> giving the number of observations to be
simulated.</dd>
<dt>mu</dt>
<dd>A <code>numeric</code> vector of dimension \(p\) giving the means of
normal distribution.</dd>
<dt>sigma</dt>
<dd>A variance-covariance <code>matrix</code> of dimension \(p\) times
\(p\).</dd></dl>

Arguments

Author

Multivariate Gaussian simulation — rmvnormal

<dl>

<dt>n</dt>
<dd>An <code>integer</code> giving the number of observations to be
simulated.</dd>


<dt>mu</dt>
<dd>A <code>numeric</code> vector of dimension \(p\) giving the means of
normal distribution.</dd>


<dt>sigma</dt>
<dd>A variance-covariance <code>matrix</code> of dimension \(p\) times
\(p\).</dd>

</dl>

rmvnormal: Multivariate Gaussian simulation

Description

Usage

Value

Arguments

Author

Details

Examples