rmnorm              package:LearnBayes              R Documentation

_R_a_n_d_o_m _n_u_m_b_e_r _g_e_n_e_r_a_t_i_o_n _f_o_r _m_u_l_t_i_v_a_r_i_a_t_e _n_o_r_m_a_l

_D_e_s_c_r_i_p_t_i_o_n:

     Simulates from a multivariate normal distribution

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       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

_V_a_l_u_e:

     matrix of n rows of random vectors

_A_u_t_h_o_r(_s):

     Jim Albert

_E_x_a_m_p_l_e_s:

     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)

