mixtools: rmvnorm – R documentation

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rmvnorm

Simulate from a Multivariate Normal Distribution

Simulate from a multiviate normal distribution

rmvnorm(n, mu=NULL, sigma=NULL)

`n`	Number of vectors to simulate
`mu`	mean vector
`sigma`	covariance matrix, assumed symmetric and nonnegative definite

This function uses an eigen decomposition assuming sigma is symmetric. In particular, the upper triangle of sigma is ignored.

An n x d matrix in which each row is an independently generated realization from the desired multivariate normal distribution