Multivariate Distributions — dqrmvnorm • dqrng

Multivariate Distributions

dqrmvnorm(n, ...)

Arguments

n: number of observations
...: forwarded to rmvnorm

Value

numeric matrix of multivariate normal distributed variables

See also

Examples

sigma <- matrix(c(4,2,2,3), ncol=2)
x <- dqrmvnorm(n=500, mean=c(1,2), sigma=sigma)
colMeans(x)
#> [1] 1.042140 2.110983
var(x)
#>          [,1]     [,2]
#> [1,] 4.395725 2.079882
#> [2,] 2.079882 2.828486
plot(x)