[R] random number generator
amami at ma.man.ac.uk
Tue Nov 28 15:23:46 CET 2000
I have an inquire about the RNG in R
It is known that when we use the " rnorm " function , we pass the
1- number of variables to be generated
2- mean vector of the normal random errors.
3- standard deviation vector of the normal random errors.
my question is the following
Is the a way (a function) in R that we could specify the covariance
matrix in step 3, instead of the
standard deviation vector of the normal random errors, since we want to
correlated random data.
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