R: Generate data from the multivariate Normal distribution

rmvnorm {BDgraph} | R Documentation

## Generate data from the multivariate Normal distribution

### Description

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

### Usage

        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 ) ) .

### Value

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 )

[Package BDgraph version 2.62 Index]