MASS :: mvrnorm:参数“ Sigma”的对角线是方差还是标准差?

时间:2018-09-21 03:16:32

标签: r statistics

 library(MASS)

 mvrnorm(n, mu, Sigma)

自变量Sigma的对角元素是方差还是标准差?

1 个答案:

答案 0 :(得分:1)

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?MASS::mvrnorm

所以对角线元素是方差。参见wikipedia: covariance matrix