mv_norm {MRZero}R Documentation

Sampling from multivariate normal distribution

Description

Sampling from multivariate normal distribution

Usage

mv_norm(n, mu, Sigma)

Arguments

n

Number of draws.

mu

Mean vector.

Sigma

Covariance matrix.

Details

None.

Value

Random vector of length n.

Examples

mv_norm(1, 0.2, matrix(0.1))


[Package MRZero version 0.2.0 Index]