| Mvnorm {mvtnorm} | R Documentation |
These functions provide information about the multivariate normal
distribution with mean equal to mean and covariance matrix
sigma. dmvnorm gives the density and rmvnorm
generates random deviates.
dmvnorm(x, mean, sigma, log=FALSE) rmvnorm(n, mean, sigma)
x |
Vector or matrix of quantiles. If x is a matrix, each
row is taken to be a quantile. |
n |
Number of observations. |
mean |
Mean vector, default is rep(0, length = ncol(x)). |
sigma |
Covariance matrix, default is diag(ncol(x)). |
log |
Logical; if TRUE, densities d are given as log(d). |
Friedrich Leisch <Friedrich.Leisch@ci.tuwien.ac.at>
dmvnorm(x=c(0,0)) dmvnorm(x=c(0,0), mean=c(1,1)) x <- rmvnorm(n=100, mean=c(1,1)) plot(x)