The Multivariate Normal Distribution
Density function and random generation for the multivariate normal
distribution with mean vector mu
and covariance matrix Sigma
.
dmulti_normal(x, mu, Sigma, log = FALSE, check = FALSE) rmulti_normal(n, mu, Sigma, check = FALSE)
x |
Vector or matrix of quantiles. If |
mu |
Mean vector with length equal to the number of dimensions. |
Sigma |
Covariance matrix. |
log |
Logical; If |
check |
Logical; Indicates whether several input checks
should be performed. Defaults to |
n |
Number of samples to draw from the distribution. |
See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization
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