rv (version 1.0)

rvnorm: Generate Random Variables from a Gaussian (Normal) Sampling Model

Description

Generates a random vector from a Gaussian sampling model.

Usage

rvnorm(n=1, mean=0, sd=1, var=NULL, precision)

Arguments

n

integer: number of variables to generate

mean

mean, may be a rv

sd

standard deviation; scalar or vector (constant or rv, not matrix)

var

variance, can be given instead of sd. Scalar, vector, or matrix.

precision

inverse variance or variance matrix, may be given instead of sd or var

Value

• A random vector (rv object) of length n.

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

x <- rvnorm(mean=1:10, sd=1:10) # A vector of length 10.
  Sigma <- diag(1:10)
  y <- rvnorm(mean=1:10, var=Sigma)