[R] random number generator

[ben@zoo.ufl.edu]

  Look for mvrnorm() in the MASS library.

On Tue, 28 Nov 2000, AHMED MAMI wrote:

> 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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