CVarE: rmvnorm – R documentation

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rmvnorm

Multivariate Normal Distribution.

Random generation for the multivariate normal distribution.

X ~ N_p(μ, Σ)

rmvnorm(n = 1, mu = rep(0, p), sigma = diag(p))

a n x p matrix with samples in its rows.

CVarE:::rmvnorm(20, sigma = matrix(c(2, 1, 1, 2), 2))
CVarE:::rmvnorm(20, mu = c(3, -1, 2))

Conditional Variance Estimator for Sufficient Dimension Reduction

v1.1

GPL-3

Authors

Daniel Kapla [aut, cph, cre], Lukas Fertl [aut, cph], Efstathia Bura [ctb]

Initial release

2021-03-09