Simulates a matrix where the rows are i.i.d. samples from a multivariate
normal distribution
Usage
rmvnorm(n, mu, Sigma, Sigma.chol = NULL)
Arguments
- n
sample size
- mu
multivariate mean vector
- Sigma
covariance matrix
- Sigma.chol
Cholesky factorization of Sigma
Value
a matrix with n rows
Author
Cassy Dorff, Shahryar Minhas, Tosin Salau