Simulate from multivariate normal distribution.

Simulate from multivariate normal distribution.

rmvnorm(n, mu, Sigma)

rlmvnorm(n, ...)

rmassnorm(n, ...)

rlmassnorm(n, ...)

Arguments

n

number of variates

mu

vector of means

Sigma

variance-covariance matrix with number of columns equal to length of mu

...

arguments passed to rmvnorm

Value

Returns a matrix of variates with number of rows equal to n and mumber of columns equal to length of mu.

Details

rlmvnorm is a multivariate log normal.

rmassnorm and rlmassnorm simulate the multivariate normal using the MASS package.