Mvnorm {mvtnorm} | R Documentation |

## The Multivariate Normal Distribution

### Description

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.

### Usage

dmvnorm(x, mean, sigma, log=FALSE)
rmvnorm(n, mean, 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. |

`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). |

### Author(s)

Friedrich Leisch <Friedrich.Leisch@ci.tuwien.ac.at>

### See Also

`pmvnorm`

, `rnorm`

, `qmvnorm`

### Examples

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

[Package

*mvtnorm* version 0.7-1

Index]