Generate from multivariate normal.

Faster than mvtnorm::rmvnorm(). Implemented in C.

rmvnorm(n, mu, Cov, is_chol = FALSE)

Arguments

n	amount of samples to generate from
mu	column vector for the mean
Cov	covariance matrix
is_chol	if TRUE, Cov is the upper Cholesky factor of Cov

Value

a nxp matrix of samples

See also

Other C++ functions: chol2inv(), diwishart_inverse(), dmvnorm(), inv_Cholesky_from_Cholesky(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), ldet_from_Cholesky(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp(), marginalLikelihood_internal(), rwish()

Other statistical functions: diwishart_inverse_R(), diwishart_inverse(), diwishart(), dmvnorm(), dwishart(), riwish_Press(), rwish()