[R] Random samples from a multivariate normal distribution

Paulo Justiniano Ribeiro Jr p.ribeiro at lancaster.ac.uk
Tue Oct 30 18:25:11 CET 2001


the function "mvrnorm" is available in the package MASS

best
P.J.

On Tue, 30 Oct 2001, Richard Nixon wrote:

> Hello,
> 
> Has anyone used R to generate random samples from a multivariate normal 
> distribution?
> 
> Thanks
> Richard
> 
> -- 
> Dr. Richard Nixon
> MRC Biostatistics Unit, Institute of Public Health,
> Robinson Way, Cambridge, CB2 2SR
> 
> Alternative email: rmn20 at cam.ac.uk
> http://www.mrc-bsu.cam.ac.uk/personal/richard
> Tel: +44 (0)1223 330382, Fax: +44 (0)1223 330388
> 
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Paulo Justiniano Ribeiro Jr
Dept Maths & Stats  -  Fylde College
Lancaster University
Lancaster LA1 4YF   -  U.K.

e-mail: Paulo.Ribeiro at est.ufpr.br
http://www.maths.lancs.ac.uk/~ribeiro

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