rmnorm {LearnBayes} | R Documentation |
Simulates from a multivariate normal distribution
rmnorm(n = 1, mean = rep(0, d), varcov)
n |
number of random numbers to be generated |
mean |
numeric vector giving the mean of the distribution |
varcov |
a positive definite matrix representing the variance-covariance matrix of the distribution |
matrix of n rows of random vectors
Jim Albert
mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
x <- rmnorm(10, mu, Sigma)