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
).R/mvn.R
sample_mvn_region.Rd
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, ...)
the sample size
mean vector
variance-covariance matrix
the probability region
additional arguments to pass into mahalanobis