Generate Random Multivariate Normal Distribution — rmvnorm • cIRT

Creates a random Multivariate Normal when given number of obs, mean, and sigma.

rmvnorm(n, mu, S)

Arguments

n: An integer, which gives the number of observations. (> 0)
mu: A vector length m that represents the means of the normals.
S: A matrix with dimensions m x m that provides Sigma, the covariance matrix.

Value

A matrix that is a Multivariate Normal distribution.

See also

TwoPLChoicemcmc() and probitHLM()

Author

James Joseph Balamuta

Examples

# Call with the following data: 
rmvnorm(2, c(0,0), diag(2))
#>            [,1]       [,2]
#> [1,] -0.3886998 0.04555711
#> [2,] -0.2883224 0.10149060