Simulate from multivariate normal distribution
Usage
rmvnorm(n, mu, Sigma)
rlmvnorm(n, ...)
rmassnorm(n, ...)
rlmassnorm(n, ...)
Arguments
- n
number of variates.
- mu
vector of means.
- Sigma
variance-covariance matrix with number of columns equal to
length of mu.
- ...
arguments passed to rmvnorm.
Value
Returns a matrix of variates with number of rows
equal to n and number of columns equal to length of mu.
Details
rlmvnorm is a multivariate log normal.
rmassnorm and rlmassnorm simulate the
multivariate normal using the MASS package.