Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: normal genar

Macro: gennorm
Description: Generates observations from a multivariate normal distribution with given mean vector and covariance matrix.

Usage: u=gennorm(n,mu,s)
Input:
n sample size
mu m x 1 mean vector
sig m x m covariance matrix
Output:
u n x m matrix of observations

Example:

library("xplore") 	
n	= 100				; sample size
ss	= #(1,0.7)~#(0.7,1)		; covariance matrix
mu	= #(0,0)			; mean vector
u	= gennorm(n, mu, ss)		
d	= createdisplay(1,1)
show(d,1,1,u)
Result:
Shows observations from a multivariate normal distribution
with mean vector mu and covariance matrix ss. 

Library: xplore
See also: normal genar

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: charles de garchy, 961011
(C) MD*TECH Method and Data Technologies, 17.8.2000