Mvnorm                 package:e1071                 R Documentation

_T_h_e _M_u_l_t_i_v_a_r_i_a_t_e _N_o_r_m_a_l _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     These functions provide information about the multivariate normal
     distribution with mean equal to `mu' and covariance matrix
     `sigma'. `dmvnorm' gives the density and `rmvnorm' generates
     random deviates.

_U_s_a_g_e:

     dmvnorm(x, mu, sigma)
     rmvnorm(n, mu, sigma)

_A_r_g_u_m_e_n_t_s:

       x: Vector or matrix of quantiles. If `x' is a matrix, each row
          is taken to be a quantile.

       n: Number of observations.

      mu: Mean vector, default is `rep(0, length = ncol(x))'.

   sigma: Covariance matrix, default is `diag(ncol(x))'.

_A_u_t_h_o_r(_s):

     Friedrich Leisch

_S_e_e _A_l_s_o:

     rnorm

_E_x_a_m_p_l_e_s:

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

