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MultiNormal

The Multivariate Normal Distribution


Description

Density function and random generation for the multivariate normal distribution with mean vector mu and covariance matrix Sigma.

Usage

dmulti_normal(x, mu, Sigma, log = FALSE, check = FALSE)

rmulti_normal(n, mu, Sigma, check = FALSE)

Arguments

x

Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

mu

Mean vector with length equal to the number of dimensions.

Sigma

Covariance matrix.

log

Logical; If TRUE, values are returned on the log scale.

check

Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency.

n

Number of samples to draw from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization


brms

Bayesian Regression Models using 'Stan'

v2.15.0
GPL-2
Authors
Paul-Christian Bürkner [aut, cre], Jonah Gabry [ctb], Sebastian Weber [ctb], Andrew Johnson [ctb], Martin Modrak [ctb]
Initial release
2021-03-10

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