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]