[R] Simulation from a multivariate normal distribution
p.dalgaard at biostat.ku.dk
Mon May 18 14:20:42 CEST 2009
Liaw, Andy wrote:
> Check out the help page for replicate().
Or the 'n' argument to mvrnorm (or mvtnorm::rmvnorm for that matter)...
> From: Barbara.Rogo at uniroma1.it
>> I must to create an array with dimensions 120x8x500. Better I
>> have to make 500 simulations of 8 series of return from a multivariate
>> normal distribution. there's the command "mvrnorm" but how I
>> can do this repeating the simulation 500 times?"
>> [[alternative HTML version deleted]]
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