[R] random number generator
AHMED MAMI
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
arguments :
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
generate multivariate
correlated random data.
many thanks
A. mami
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