multiNormalDist {HVT}R Documentation

Multivariate normal distribution

Description

Function to generate multivariate normal distribution where each variable has a standard normal distribution N(0,1)

Usage

multiNormalDist(sample.size = 2500, ncol = 5)

Arguments

sample.size

Numeric. Indicating the sample size for distribution

ncol

Numeric. Indicating the number of columns

Details

The multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. It is a vector in multiple normally distributed variables, such that any linear combination of the variables is also normally distributed.

Value

Datafrakme containing multinomial distribution with the given sample size and number of columns

Author(s)

Shubhra Prakash <shubhra.prakash@mu-sigma.com>

Examples

multiNormalDist(2500, 2)
x <- multiNormalDist(2500, 2)
hist(x[, 1])

[Package HVT version 23.11.1 Index]