R: Random number generation for multivariate normal

rmnorm {LearnBayes} | R Documentation

## Random number generation for multivariate normal

### Description

Simulates from a multivariate normal distribution

### Usage

    rmnorm(n = 1, mean = rep(0, d), varcov)

### Arguments

`n` | number of random numbers to be generated
`mean` | numeric vector giving the mean of the distribution
`varcov` | a positive definite matrix representing the variance-covariance matrix of the distribution

### Value

matrix of n rows of random vectors

### Author(s)

Jim Albert

### Examples

    mu <- c(1,12,2)
    Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
    x <- rmnorm(10, mu, Sigma)

[Package LearnBayes version 2.15 Index]