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rmvn

Multivariate Normal Simulation

Description

Simulate draws from the multivariate normal distribution.

Usage

rmvn(n = 1, mu, sigma = diag(rep(1., length(mu))))

Arguments

n

The desired number of draws.
mu

The mean of the distribution. A vector.
sigma

The variance matrix of the distribution. A matrix.

Details

Note that mu and sigma are the same for all n draws. This function cannot handle separate parameters for each draw the way rnorm and similar functions for scalar random variables can.

Value

If n == 1 the return value is a vector. Otherwise it is a matrix with n rows and length(mu) columns.

Author(s)

Examples

y1 <- rnorm(1, 1:3)
## y1 is a vector
y2 <- rnorm(10, 1:3)
## y2 is a matrix
Boom

Bayesian Object Oriented Modeling

v0.9.7
LGPL-2.1 | file LICENSE
Authors
Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.
Initial release
2021-02-15

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