R: The Multivariate Normal Distribution

MultiNormal {brms} | R Documentation

## The Multivariate Normal Distribution

### Description

Density function and random generation for the multivariate normal distribution with mean vector `mu` and covariance matrix `Sigma`.

### Usage

    dmulti_normal(x, mu, Sigma, log = FALSE, check = FALSE)

    rmulti_normal(n, mu, Sigma, check = FALSE)

### Arguments

`x` | Vector or matrix of quantiles. If `x` is a matrix, each row is taken to be a quantile.
`mu` | Mean vector with length equal to the number of dimensions.
`Sigma` | Covariance matrix.
`log` | Logical; If `TRUE`, values are returned on the log scale.
`check` | Logical; Indicates whether several input checks should be performed. Defaults to `FALSE` to improve efficiency.
`n` | Number of samples to draw from the distribution.

### Details

See the Stan user's manual http://mc-stan.org/documentation/ for details on the parameterization

[Package brms version 2.6.0 Index]