Function for obtaining sample points for an mvn object that is within the p-probability region. That is, it samples from the smallest region of the distribution that contains p probability mass. This is done by first sampling from the entire distribution, then rejecting samples that are not in the probability region (using the statistical distance mahalanobis from mu).

sample_mvn_region(n, mu, sigma, p = 0.95, ...)

Arguments

n

the sample size

mu

mean vector

sigma

variance-covariance matrix

p

the probability region

...

additional arguments to pass into mahalanobis