Quick public service announcement for my fellow R nerds:

R has two commonly-used random-Normal generators: `rnorm`

and `MASS::mvrnorm`

. I was foolish and assumed that their parameterizations were equivalent when you’re generating univariate data. But nope:

- Base R can generate univariate draws with
`rnorm(n, mean, sd)`

, which uses the standard deviation for the spread. - The MASS package has a multivariate equivalent,
`mvrnorm(n, mu, Sigma)`

, which uses the variance-covariance matrix for the spread. In the univariate case,`Sigma`

is the variance.

I was using `mvrnorm`

to generate a univariate random variable, but giving it the standard deviation instead of the variance. It took me two weeks of debugging to find this problem.

Dear reader, I hope this cautionary tale reminds you to check R function arguments carefully!