[R] help about random generation of a Normal distribution ofseveral variables

[Bill.Venables at csiro.au]

> library(MASS)
> set.seed(22134)
> Y <- mvrnorm(100, mu = c(0,1), Sigma = matrix(c(2,1,1,3),2,2))
> colMeans(Y)
[1] 0.06461359 1.08436419
> var(Y)
         [,1]     [,2]
[1,] 1.683963 1.300363
[2,] 1.300363 3.280612
> 


Bill Venables
CSIRO Laboratories
PO Box 120, Cleveland, 4163
AUSTRALIA
Office Phone (email preferred): +61 7 3826 7251
Fax (if absolutely necessary):  +61 7 3826 7304
Mobile:                         +61 4 8819 4402
Home Phone:                     +61 7 3286 7700
mailto:Bill.Venables at csiro.au
http://www.cmis.csiro.au/bill.venables/ 

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Arnau Mir Torres
Sent: Sunday, 6 July 2008 2:14 AM
To: r-help at r-project.org
Subject: [R] help about random generation of a Normal distribution
ofseveral variables

Hello.

Somebody knows how can I generate a set of n random vectors  of a  
normal distribution of several variables?
For example, I want to generate n=100 random vectors of two dimensions  
for a normal with mean c(0,1)  and  variance matrix:   
matrix(c(2,1,1,3),2,2).

Thanks in advance,

Arnau.

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.