rmvnorm {beyondWhittle} | R Documentation |
Produces one or more samples from the specified multivariate normal distribution.
rmvnorm(n, d, mu = rep(0, d), Sigma = diag(d), ...)
n |
sample size |
d |
dimensionality |
mu |
mean vector |
Sigma |
covariance matrix |
... |
further arguments to be parsed to |
This is a simple wrapper function based on mvrnorm, to be used within sim_varma
If n=1 a vector of length d, otherwise an n by d matrix with one sample in each row.