Generates a bivariate normal distribution

rbi_norm(N = 10^5, rho, mean = 0, var = 1)

Arguments

N

number of observations

rho

correlation efficient

mean

is the mean of the normal distribution. If left empty, 0 by default

var

is the variance of the normal distribution. If left empty, 1 by default

Value

a 2 dimensional matrix of a bivariate normal distribution

Examples

rbi_norm(1000, 0.7)
#> [,1] [,2] #> [1,] 0.114258137 8.420797e-01 #> [2,] -0.710363531 -2.921640e-01 #> [3,] 2.327841338 2.176999e+00 #> [4,] -1.380131467 -1.499926e+00 #> [5,] -1.842182929 -2.892528e+00 #> [6,] 0.653936847 8.581965e-01 #> [7,] -0.208427797 -5.332631e-01 #> [8,] -0.219984546 5.371885e-02 #> [9,] 0.014460100 -8.072904e-01 #> [10,] 0.862458328 2.000573e-03 #> [11,] 1.386300422 -1.959085e-01 #> [12,] 0.495612851 -1.377319e+00 #> [13,] 0.062881924 -1.717598e-01 #> [14,] 1.509818605 1.376125e+00 #> [15,] 0.689977927 -1.648633e-01 #> [16,] -0.581025902 -1.627971e-01 #> [17,] 2.398595472 1.670024e+00 #> [18,] -3.107086627 -1.960582e+00 #> [19,] 0.537949009 1.203708e+00 #> [20,] 1.556170385 6.432328e-01 #> [21,] -1.314907033 -3.921179e-01 #> [22,] -0.521220764 -1.015024e+00 #> [23,] 0.899387545 1.812844e+00 #> [24,] 0.592587063 -6.353164e-01 #> [25,] -0.908040389 2.125026e-01 #> [26,] -0.546776748 -8.000266e-01 #> [27,] 0.308389711 6.567181e-01 #> [28,] -0.595217493 3.724392e-01 #> [29,] 1.102126699 4.989246e-01 #> [30,] -2.801416489 -2.180800e+00 #> [31,] 1.197714825 7.721417e-01 #> [32,] 0.386162909 -3.064515e-01 #> [33,] 0.599724260 -1.365819e-01 #> [34,] -0.659688114 2.664376e-01 #> [35,] 0.890849392 7.929908e-01 #> [36,] 2.381879291 1.095282e+00 #> [37,] 0.498328999 1.215107e+00 #> [38,] 0.752845546 4.621844e-01 #> [39,] 1.406205926 1.259384e+00 #> [40,] 1.899090594 1.057875e+00 #> [41,] -0.004032782 7.565464e-01 #> [42,] 1.156203402 9.300220e-01 #> [43,] -0.329092748 -1.317659e+00 #> [44,] 0.603795030 -1.107567e-01 #> [45,] -0.762672899 -4.002322e-01 #> [46,] 0.342445408 -1.723646e-01 #> [47,] 0.798162484 5.035870e-01 #> [48,] -1.810660489 -1.245615e+00 #> [49,] 1.006531447 3.626686e-01 #> [50,] -0.992932739 -1.467284e+00 #> [51,] -0.368442269 1.879176e-01 #> [52,] -0.117410180 1.700986e-02 #> [53,] -0.602185352 -4.065300e-01 #> [54,] 1.357157390 9.157101e-01 #> [55,] -0.777661539 -6.517666e-01 #> [56,] -1.270995922 5.597435e-02 #> [57,] 0.699159788 1.820265e-01 #> [58,] -1.245427368 1.939334e-01 #> [59,] -1.070562575 6.071309e-01 #> [60,] 1.018382163 1.716156e-02 #> [61,] 0.798699384 7.175446e-01 #> [62,] 0.720973109 3.498231e-01 #> [63,] -1.396227467 -9.983311e-01 #> [64,] -1.067905931 -3.894255e-01 #> [65,] 0.349116350 3.002676e-01 #> [66,] -0.663912288 9.718546e-02 #> [67,] -1.161474413 -2.023761e-01 #> [68,] 1.264226280 1.751792e+00 #> [69,] 0.794859894 1.989948e+00 #> [70,] 1.794788560 7.097559e-01 #> [71,] 0.571519752 3.889049e-02 #> [72,] -0.293507307 1.274858e+00 #> [73,] -1.091113541 -1.556228e+00 #> [74,] -0.633751869 4.084140e-01 #> [75,] 0.690791938 -9.083914e-01 #> [76,] -0.387435286 -7.396404e-01 #> [77,] 0.796959555 6.026030e-01 #> [78,] 2.057040928 8.763327e-01 #> [79,] 0.714273350 1.180214e+00 #> [80,] -0.710173216 1.619920e-01 #> [81,] -0.259867678 -2.122790e-02 #> [82,] 0.617718436 -1.191166e-02 #> [83,] -0.844615109 1.086304e+00 #> [84,] 0.728695389 7.225540e-01 #> [85,] 1.138072062 3.541707e-01 #> [86,] -0.105263919 3.754363e-01 #> [87,] 1.756490405 -7.312266e-01 #> [88,] -0.121252433 -8.910165e-01 #> [89,] 1.065141188 1.639458e+00 #> [90,] -1.939461926 -1.386709e+00 #> [91,] -1.360138253 -2.294021e+00 #> [92,] 0.626861683 1.538082e+00 #> [93,] -0.505382501 -1.210721e+00 #> [94,] -0.290170067 -1.759425e+00 #> [95,] -0.262092710 -2.884886e-01 #> [96,] -2.268145401 -4.669862e-01 #> [97,] 0.197679554 -1.911624e-01 #> [98,] -0.283732212 -1.986520e-02 #> [99,] 0.601577310 -1.940113e-01 #> [100,] 1.057654158 1.558282e+00 #> [101,] 1.904105216 1.164268e+00 #> [102,] 0.402789283 -1.070540e+00 #> [103,] 2.173174416 2.668732e+00 #> [104,] 0.804620901 9.915601e-01 #> [105,] -0.427577505 -8.624133e-01 #> [106,] -0.550527346 -1.278126e+00 #> [107,] 0.156644281 -5.642517e-01 #> [108,] 0.587040708 9.130825e-01 #> [109,] 0.451929954 2.012023e-01 #> [110,] 0.434566625 1.603734e-02 #> [111,] -1.238990731 -2.565666e+00 #> [112,] 0.293237661 -7.084519e-01 #> [113,] 0.681954017 -1.251289e-02 #> [114,] -1.885635678 -2.323651e+00 #> [115,] 0.879475269 1.044086e+00 #> [116,] 0.854156844 4.269575e-01 #> [117,] -2.299047423 -1.873768e+00 #> [118,] -0.891325871 4.161321e-01 #> [119,] 0.839943465 7.288069e-01 #> [120,] 0.103137258 1.453126e+00 #> [121,] 0.802332432 -5.465674e-01 #> [122,] 0.432207490 1.273512e+00 #> [123,] 0.188918364 5.771914e-01 #> [124,] 1.100708230 2.997667e-01 #> [125,] -1.280009311 -1.924089e+00 #> [126,] 0.244021001 5.169962e-01 #> [127,] 0.916462776 4.748589e-01 #> [128,] -0.488338701 4.941980e-01 #> [129,] -0.554361864 -6.794951e-01 #> [130,] -0.235201511 5.356552e-01 #> [131,] 0.089970057 -3.888523e-02 #> [132,] 0.282203866 1.993543e-01 #> [133,] -1.662007752 -1.250829e-01 #> [134,] 1.860760206 1.190940e+00 #> [135,] -0.148305034 -6.606563e-01 #> [136,] 0.552842426 1.040461e+00 #> [137,] 2.030970728 1.275322e+00 #> [138,] 0.367932911 7.295612e-01 #> [139,] 1.352160031 1.690927e+00 #> [140,] 0.994370846 2.089564e+00 #> [141,] -1.339018796 -1.832692e+00 #> [142,] 0.945233421 1.035290e+00 #> [143,] 0.832591711 6.469023e-01 #> [144,] -0.458246665 -7.037701e-01 #> [145,] -0.058435938 6.019006e-02 #> [146,] 1.222603859 3.465557e-01 #> [147,] 0.567663914 1.165231e+00 #> [148,] 1.207444759 3.825443e-01 #> [149,] -0.882804316 -1.477687e+00 #> [150,] -0.034346936 3.961026e-01 #> [151,] -1.767196667 -1.964859e+00 #> [152,] -0.662381313 -6.284278e-01 #> [153,] 0.484735051 7.179308e-01 #> [154,] -1.542650818 -1.872792e+00 #> [155,] -0.328304115 -1.127510e+00 #> [156,] 0.933710244 1.016931e+00 #> [157,] 0.229161963 -2.096763e-01 #> [158,] 0.613878774 5.097073e-01 #> [159,] -2.129359616 -1.381224e+00 #> [160,] -0.986292900 2.576492e-03 #> [161,] -1.318926919 -4.291131e-01 #> [162,] 0.019271088 7.345815e-05 #> [163,] -1.383483547 -1.310480e+00 #> [164,] 0.963341114 7.394251e-01 #> [165,] 0.297998194 7.804673e-01 #> [166,] -0.254566132 -2.272564e-03 #> [167,] -0.075854027 -5.123682e-01 #> [168,] -0.440193514 -2.784666e-01 #> [169,] -0.351207922 -5.866544e-01 #> [170,] 0.010112926 -2.838626e-01 #> [171,] -0.002751224 9.229360e-01 #> [172,] 0.904599892 8.995344e-01 #> [173,] 0.115662825 -1.055215e+00 #> [174,] 0.117495193 -2.700988e-01 #> [175,] 0.685344371 6.836343e-01 #> [176,] -0.897596259 6.991085e-01 #> [177,] -0.060627784 1.013518e+00 #> [178,] 0.786192526 6.520749e-01 #> [179,] -2.223228917 -4.842970e-01 #> [180,] -0.804623373 -5.668531e-01 #> [181,] 0.505394951 8.704178e-01 #> [182,] 0.775847577 1.521943e-01 #> [183,] -0.438336311 2.940480e-02 #> [184,] -0.515114923 -1.098041e+00 #> [185,] -0.502457054 3.427917e-01 #> [186,] -1.087598811 -8.089551e-01 #> [187,] 2.107475205 8.374356e-01 #> [188,] 0.710469026 1.484137e+00 #> [189,] 0.160124334 6.625658e-01 #> [190,] 0.587242062 -3.968144e-01 #> [191,] 1.272929668 1.210143e+00 #> [192,] -0.823794745 5.793616e-01 #> [193,] 0.270833702 1.173811e+00 #> [194,] -1.076876752 2.390834e-01 #> [195,] 0.874911444 3.664161e-01 #> [196,] -0.201332356 -6.088352e-01 #> [197,] -0.491522743 -3.822990e-01 #> [198,] -1.064095963 -1.322054e+00 #> [199,] 2.081414576 1.473673e+00 #> [200,] -0.482155333 -3.928292e-01 #> [201,] -1.448121611 -1.095576e+00 #> [202,] 1.508786061 8.256954e-01 #> [203,] 0.110461873 1.168065e+00 #> [204,] 0.424478369 1.142085e+00 #> [205,] -1.529253970 -2.514183e-01 #> [206,] 1.056114733 -1.778155e-01 #> [207,] 1.505447035 6.976945e-01 #> [208,] 0.437880285 1.812881e+00 #> [209,] -0.768796489 -4.805368e-01 #> [210,] -1.273705369 -1.127808e+00 #> [211,] -0.245527737 -8.581006e-01 #> [212,] 1.397176893 1.815789e+00 #> [213,] -1.215169032 -2.285651e-01 #> [214,] -0.445035118 -2.529137e-01 #> [215,] 0.100113686 -2.473841e-01 #> [216,] -0.551796627 -6.151790e-01 #> [217,] -0.828043265 -6.976307e-01 #> [218,] 0.409372661 1.136942e+00 #> [219,] -0.129026081 1.613955e-01 #> [220,] 1.081410353 1.804228e+00 #> [221,] 0.546205051 1.648105e+00 #> [222,] -0.671600957 -1.486913e+00 #> [223,] -0.446274115 -1.717288e-01 #> [224,] -0.665353923 -9.207615e-01 #> [225,] 1.828890810 8.426574e-01 #> [226,] -0.665465887 1.119482e-01 #> [227,] -0.546568507 -1.502883e+00 #> [228,] -0.712874287 -4.400484e-01 #> [229,] 1.214809174 1.520433e+00 #> [230,] 3.021660366 2.206359e+00 #> [231,] -0.201069262 2.440370e-02 #> [232,] -1.996841424 -1.490836e+00 #> [233,] 1.492407523 1.116001e+00 #> [234,] -1.045724824 -5.840961e-01 #> [235,] -0.110138874 1.770223e-01 #> [236,] -0.815389225 -1.488991e+00 #> [237,] 1.694503076 1.859654e+00 #> [238,] -0.938985515 -1.295631e+00 #> [239,] -0.850671175 5.503558e-01 #> [240,] 1.255353162 9.731993e-01 #> [241,] 1.217776372 5.183848e-01 #> [242,] -0.978291473 -1.149553e+00 #> [243,] 1.202215615 9.799497e-01 #> [244,] 0.725703602 2.529295e-01 #> [245,] 0.950697968 1.486221e+00 #> [246,] -2.351894962 -1.211652e+00 #> [247,] 0.166794615 8.426470e-01 #> [248,] -0.136750773 1.090805e+00 #> [249,] -1.185414765 -1.358297e+00 #> [250,] -1.402172422 -9.583107e-01 #> [251,] 1.550036749 1.659259e+00 #> [252,] -1.294135630 -1.438217e+00 #> [253,] -0.225933842 3.333523e-01 #> [254,] -0.377971084 3.846912e-01 #> [255,] -1.195716563 -2.780401e+00 #> [256,] -1.680901509 1.219051e-01 #> [257,] 0.254612132 9.818565e-02 #> [258,] 0.138395008 -5.590433e-02 #> [259,] 1.062361358 -2.352390e-02 #> [260,] 0.100140171 9.384357e-01 #> [261,] -0.594088204 -7.694617e-01 #> [262,] -1.272755234 -1.937862e-01 #> [263,] -0.218226121 -1.551400e+00 #> [264,] 1.786885149 6.484273e-01 #> [265,] 0.012536923 -4.051088e-01 #> [266,] 1.077552977 4.684373e-01 #> [267,] -0.407160748 -1.164784e+00 #> [268,] -0.451999922 -1.896598e+00 #> [269,] 1.063606583 -1.301169e-01 #> [270,] -0.723165214 -8.051264e-01 #> [271,] 0.838087111 6.459094e-01 #> [272,] -0.161032950 -4.897284e-01 #> [273,] 0.785944348 -1.785682e-01 #> [274,] 1.700670928 1.201241e+00 #> [275,] -0.943480352 3.889940e-02 #> [276,] 0.315707880 -1.083704e-01 #> [277,] -0.520498353 -7.499244e-01 #> [278,] -0.198888486 3.313162e-01 #> [279,] 0.690602003 1.784146e+00 #> [280,] -2.038410085 -1.741943e+00 #> [281,] -0.737741467 7.983092e-02 #> [282,] 0.996460547 -7.922536e-02 #> [283,] -0.405801357 -7.559074e-01 #> [284,] -1.388706666 -1.299731e+00 #> [285,] -0.715129131 1.743715e-01 #> [286,] 0.494784850 5.799172e-01 #> [287,] -0.688405498 -2.190453e-01 #> [288,] -0.612399634 -8.322673e-01 #> [289,] 0.440768460 -1.083432e-01 #> [290,] -0.968173266 6.073520e-01 #> [291,] 0.176712770 -2.066389e-01 #> [292,] 0.141815446 -6.525116e-01 #> [293,] -1.010133025 -1.153673e+00 #> [294,] 0.582048457 -3.474094e-01 #> [295,] 1.805429274 1.559139e+00 #> [296,] 2.113677598 1.796902e+00 #> [297,] -1.127016036 -1.365890e-01 #> [298,] 0.014154790 4.608238e-01 #> [299,] -0.273821589 -1.050292e+00 #> [300,] 1.245880232 1.178073e+00 #> [301,] -0.019235498 3.493175e-02 #> [302,] 0.907473850 6.312682e-01 #> [303,] -0.863544362 9.540515e-01 #> [304,] -0.958596795 -1.704378e+00 #> [305,] -0.748163054 -1.069422e+00 #> [306,] 1.286111075 9.479795e-01 #> [307,] 2.044135070 1.155902e+00 #> [308,] -0.520913595 4.911335e-01 #> [309,] -1.423939555 -2.196143e+00 #> [310,] 1.014559205 1.683679e+00 #> [311,] 1.268856684 1.073319e+00 #> [312,] -0.896390372 3.306446e-01 #> [313,] 0.713985090 1.531057e+00 #> [314,] 1.352917164 9.622306e-01 #> [315,] -0.153305167 -2.803105e-01 #> [316,] -0.742971656 -1.869218e+00 #> [317,] 0.913250436 1.906690e+00 #> [318,] -0.320715808 -1.587991e-01 #> [319,] 0.831513449 -1.037694e+00 #> [320,] -0.662881175 9.965464e-01 #> [321,] 1.155413231 2.124753e-01 #> [322,] 1.239116752 5.147759e-01 #> [323,] 0.224769213 1.051566e+00 #> [324,] -0.062164027 -2.286133e-01 #> [325,] -0.393667604 7.176856e-01 #> [326,] -0.994506906 -1.021617e+00 #> [327,] 0.870467772 1.715774e+00 #> [328,] 0.215242293 1.017465e+00 #> [329,] -0.889905337 6.010483e-01 #> [330,] 1.095558807 7.819253e-01 #> [331,] 1.853173532 1.568228e+00 #> [332,] 0.947805211 1.641039e-01 #> [333,] 0.867052477 1.205745e+00 #> [334,] -0.489429533 -3.830480e-01 #> [335,] -0.371230977 1.456738e+00 #> [336,] -1.038537783 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[364,] 0.128868374 1.478669e+00 #> [365,] 0.283436627 1.435820e+00 #> [366,] -0.468367707 7.148730e-01 #> [367,] 1.389539818 6.204889e-01 #> [368,] 0.809397873 1.487257e-01 #> [369,] 1.682416042 3.465476e-01 #> [370,] 1.362454688 -1.481411e-01 #> [371,] 0.103243440 2.466101e-01 #> [372,] -1.883242437 -1.565194e+00 #> [373,] 0.189856450 -1.269300e-01 #> [374,] 0.193901805 1.307262e-01 #> [375,] -0.178667100 -9.152352e-01 #> [376,] -1.644774847 -2.838270e+00 #> [377,] -0.227152761 1.286597e-01 #> [378,] -0.365775226 9.586786e-01 #> [379,] -0.385966735 -9.546607e-01 #> [380,] -2.091716011 -1.141491e+00 #> [381,] 0.328467007 4.111197e-01 #> [382,] 2.000964029 1.076544e+00 #> [383,] 1.161747401 6.177280e-01 #> [384,] -0.353823612 -3.780605e-01 #> [385,] -0.278445511 -6.991204e-01 #> [386,] 0.251974968 4.304585e-01 #> [387,] -0.280718949 9.135320e-02 #> [388,] -0.310086629 3.854383e-01 #> [389,] -1.906548758 -1.007937e+00 #> [390,] -0.919446093 1.503238e-01 #> [391,] 1.544101312 6.921207e-01 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