Sample from a multivariate normal distribution

Source: R/sample-pars.R

A wrapper for MASS::mvrnorm that returns a matrix (rather than a vector) if n = 1. Also, elements in which the mean vector has missing values.

sample_mvnorm(n, mu, Sigma)

Arguments

n

The number of samples required.
mu

A vector giving the means of the variables.
Sigma

A positive-definite symmetric matrix specifying the covariance matrix of the variables.

Value

Matrix of samples from the multivariate distribution.