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<title>Generate Correlated Normal Random Numbers — multi_rnorm • colorednoise</title>
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It can be used to create correlated random numbers." />
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<h1>Generate Correlated Normal Random Numbers</h1>
<div class="hidden name"><code>multi_rnorm.Rd</code></div>
</div>
<div class="ref-description">
<p>Generate random numbers from a multivariate normal distribution.
It can be used to create correlated random numbers.</p>
</div>
<pre class="usage"><span class='fu'>multi_rnorm</span>(<span class='no'>n</span>, <span class='no'>mean</span>, <span class='no'>sd</span>)</pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>n</th>
<td><p>The number of samples desired for each variable.</p></td>
</tr>
<tr>
<th>mean</th>
<td><p>A vector giving the mean of each variable.</p></td>
</tr>
<tr>
<th>sd</th>
<td><p>A valid covariance matrix.</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>A matrix with n rows and as many columns as mean values.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>mus</span> <span class='kw'><-</span> <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>0</span>, <span class='fl'>3</span>, <span class='fl'>5</span>)
<span class='no'>sigmas</span> <span class='kw'><-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span>(<span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>1</span>, <span class='fl'>0.265</span>, <span class='fl'>2.19</span>, <span class='fl'>0.265</span>, <span class='fl'>0.25</span>, <span class='fl'>0.66</span>, <span class='fl'>2.19</span>, <span class='fl'>0.66</span>, <span class='fl'>9</span>), <span class='kw'>ncol</span> <span class='kw'>=</span> <span class='fl'>3</span>)
<span class='no'>mat</span> <span class='kw'><-</span> <span class='fu'>multi_rnorm</span>(<span class='fl'>100</span>, <span class='no'>mus</span>, <span class='no'>sigmas</span>)
<span class='fu'><a href='https://rdrr.io/r/stats/cor.html'>var</a></span>(<span class='no'>mat</span>)</div><div class='output co'>#> [,1] [,2] [,3]
#> [1,] 1.1429632 0.2577988 2.7135331
#> [2,] 0.2577988 0.2332315 0.7414354
#> [3,] 2.7135331 0.7414354 11.6991547</div></pre>
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<h2>Contents</h2>
<ul class="nav nav-pills nav-stacked">
<li><a href="#arguments">Arguments</a></li>
<li><a href="#value">Value</a></li>
<li><a href="#examples">Examples</a></li>
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