rmvnorm function

Generate Random Multivariate Normal Distribution

Creates a random Multivariate Normal when given number of obs, mean, and sigma.

rmvnorm(n, mu, sigma)

Arguments

• n: An int, which gives the number of observations. (> 0)
• mu: A vector length m that represents the means of the normals.
• sigma: A matrix with dimensions m x m that provides the covariance matrix.

Returns

A matrix that is a Multivariate Normal distribution

Examples

# Call with the following data:
rmvnorm(2, c(0,0), diag(2))

Author(s)

James J Balamuta