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

Quantlet: 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, 21.9.2000