[R] How to calculate random matrices from the multivariate normal distribution

[Duncan Murdoch]

On 6/17/2005 11:03 AM, Juan Carlos Quiroz Espinosa wrote:
> Hi R users,
> 
> I am trying to calculate MonteCarlo from the multivariate normal
> distribution. I am utilizing the parameters vector (how mean) and
> covariance matrix (or 1/hessian) how input.  
> 
> Can anyone provide guidance on how I could do this?

You probably want the mvrnorm function from the MASS package.

Duncan Murdoch