Generate a sample from a multivariate normal — rmvn • mulgar

This function generates a sample of size n from a multivariate normal distribution

Usage

rmvn(n = 100, p = 5, mn = rep(0, p), vc = diag(rep(1, p)))

Arguments

n: number of points to generate
p: dimension
mn: mean of the distribution, a vector of length equal to the dimension of vc
vc: symmetric square matrix describing the variance-covariance matrix which defines the shape of the ellipse.

Value

matrix of size n x p

Examples

require(ggplot2)
d <- mulgar::rmvn(n=100, p=2, mn = c(1,1),
                  vc = matrix(c(4, 2, 2, 6),
                         ncol=2, byrow=TRUE))
ggplot(data.frame(d), aes(x = x1, y = x2)) +
  geom_point() + theme(aspect.ratio=1)