\name{rmultnorm} \alias{rmultnorm} %- Also NEED an '\alias' for EACH other topic documented here. \title{ Multivariate Normal Random Number Generator } \description{ Generates multivariate normal random variates for give mean and covariance vectors. Can also handle generation of multivariate normal deviates with singular covariance distributions via singular value decomposition (SVD). } \usage{ rmultnorm(n, mu, vmat, tol = 1e-10) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{n}{ Number of variates to draw.} \item{mu}{ \eqn{m} column matrix of multivariate means} \item{vmat}{ \eqn{m \times m}{m xm} covariance matrix } \item{tol}{ Tolerance level used for SVD of the covariance. Default is 1e-10} } \details{ Generates \eqn{n} draws from a multivariate normal distribution with mean matrix \code{mu} and covariance matrix \code{vmat}. } \value{ Matrix of the random draw that is conformable with the input \code{mu}. } %\references{ } \author{ Patrick T. Brandt } \note{ Based on code by Jeff Gill. This function is called in the hard condition forecasting in \code{\link{hc.forecast}} for simulating the structural innovations.} \seealso{ \code{\link{rnorm}} } \examples{ rmultnorm(1, matrix(c(1,2),2,1), vmat=matrix(c(1,1,0,1),2,2)) } \keyword{ distribution}