rmvnorm function

Generate data from the multivariate Normal distribution

Random generation function from the multivariate Normal distribution with mean equal to $mean$ and covariance matrix $sigma$.

rmvnorm( n = 10, mean = rep( 0, length = ncol( sigma ) ), 
             sigma = diag( length( mean ) ) )

Arguments

• n: Number of observations.
• mean: Mean vector, default is $rep( 0, length = ncol( sigma ) )$.
• sigma: positive definite covariance matrix, default is $diag( length( mean ) )$.

Returns

A numeric matrix with rows equal to $n$ and columns equal to $length( mean )$.

Author(s)

Reza Mohammadi a.mohammadi@uva.nl

See Also

bdgraph.sim, rwish, rgwish

Examples

mean  <- c( 5, 20 )       
sigma <- matrix( c( 4, 2,
                    2, 5 ), 2, 2 )  # covariance matrix

sample <- rmvnorm( n = 500, mean = mean, sigma = sigma )
plot( sample )