.rmvn {discord}R Documentation

Generate Multivariate Normal Random Variates

Description

Generates random samples from a multivariate normal distribution with a specified covariance structure.

Usage

.rmvn(n, sigma)

Arguments

n

Integer. Number of samples to generate.

sigma

Matrix. Covariance matrix that defines the distribution.

Value

Matrix of dimension n × ncol(sigma) containing random samples from the multivariate normal distribution.


[Package discord version 1.2.4.1 Index]