R: Simulate from a Multivariate Normal Distribution

rmvnorm {mixtools} | R Documentation

## Simulate from a Multivariate Normal Distribution

### Description

Simulate from a multiviate normal distribution

### Usage

    rmvnorm(n, mu=NULL, sigma=NULL)

### Arguments

`n` | Number of vectors to simulate
`mu` | mean vector
`sigma` | covariance matrix, assumed symmetric and nonnegative definite

### Details

This function uses an `eigen` decomposition assuming `sigma` is symmetric. In particular, the upper triangle of `sigma` is ignored.

### Value

An n x d matrix in which each row is an independently generated realization from the desired multivariate normal distribution

### See Also

`eigen`, `dnorm`, `dmvnorm`

[Package mixtools version 1.2.0 Index]