| 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 |