rlp (version 0.0.3)

rbinormal: Sample from a bivariate Normal distribution

Description

Simulate x from the marginal f(x), then y from f(y|x), and the pair (x, y) has the desired joint distribution.

Usage

rbinormal(n, m1 = 0, m2 = 0, s1 = 1, s2 = 1, rho = 0)

Arguments

n
the desired sample size
m1, m2
the means of X and Y, respectively
s1, s2
the standard deviations of X and Y, respectively
rho
the correlation coefficient between X and Y

Value

A numeric matrix of two columns X and Y.