The Multivariate Normal Distribution

Usage

dmvnorm(x, mu, sigma)
rmvnorm(n, mu, sigma)

Arguments

x Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
n Number of observations.
mu Mean vector, default is rep(0, length = ncol(x)).
sigma Covariance matrix, default is diag(ncol(x)).

Author(s)

Friedrich Leisch

See Also

Normal

Examples

dmvnorm(x=c(0,0))
dmvnorm(x=c(0,0), mu=c(1,1))
x <- rmvnorm(n=100, mu=c(1,1))
plot(x)


[Package Contents]