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 |
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)
Shows observations from a multivariate normal distribution with mean vector mu and covariance matrix ss.
Library: | xplore |
See also: | normal genar |