NormalVec
Related Doc:
package random
Indicates whether the distribution is discrete or continuous (default)
Indicates whether the distribution is discrete or continuous (default)
the covariance matrix
Determine whether the distribution is discrete or continuous.
Determine whether the distribution is discrete or continuous.
Show the flaw by printing the error message.
Show the flaw by printing the error message.
the method where the error occurred
the error message
Determine the next random double vector for the particular distribution.
Determine the next random double vector for the particular distribution.
Determine the next random integer vector for the particular distribution.
Determine the next random integer vector for the particular distribution. It is only valid for discrete random variates.
Compute the vector mean for the particular distribution.
Compute the vector mean for the particular distribution.
the mean vector
Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.
Compute the probability function (pf): The probability density function (pdf) for continuous RVV's or the probability mass function (pmf) for discrete RVV's.
the mass point/vector whose probability is sought
Random number stream selected by the stream number
Random number stream selected by the stream number
the random number stream
The
NormalVecclass generates Normal (Gaussian) random variate vectors according to the Multivariate Normal distribution with mean 'mu' and covariance 'cov'. This continuous RVV models normally distributed multidimensional data.the mean vector
the covariance matrix
the random number stream
http://www.statlect.com/mcdnrm1.htm
http://onlinelibrary.wiley.com/doi/10.1111/1467-9639.00037/pdf