R: The Multivariate Normal Distribution

Mvnorm {mvtnorm}

R Documentation

The Multivariate Normal Distribution

Description

These functions provide information about the multivariate normal distribution with mean equal to mean and covariance matrix sigma. dmvnorm gives the density and rmvnorm generates random deviates.

Usage

dmvnorm(x, mean, sigma, log=FALSE)
rmvnorm(n, mean, sigma)

Arguments

`x`	Vector or matrix of quantiles. If `x` is a matrix, each row is taken to be a quantile.
`n`	Number of observations.
`mean`	Mean vector, default is `rep(0, length = ncol(x))`.
`sigma`	Covariance matrix, default is `diag(ncol(x))`.
`log`	Logical; if `TRUE`, densities d are given as log(d).

Author(s)

Friedrich Leisch <Friedrich.Leisch@ci.tuwien.ac.at>

Examples

dmvnorm(x=c(0,0))
dmvnorm(x=c(0,0), mean=c(1,1))
x <- rmvnorm(n=100, mean=c(1,1))
plot(x)