particle_draws {pmwg} | R Documentation |
Generate a cloud of particles from a multivariate normal distribution
Description
Takes the mean and variance for a multivariate normal distribution, as well as the number of particles to generate and return random draws from the multivariate normal if the numbers of particles is > 0, otherwise return NULL. At least one of mean or sigma must be provided.
Usage
particle_draws(n, mu, covar)
Arguments
n |
number of observations |
mu |
mean vector |
covar |
covariance matrix |
Value
If n > 0 returns n draws from the multivariate normal with mean and sigma, otherwise returns NULL
[Package pmwg version 0.2.7 Index]