[R] How to create a random matrix with conditions

[D. Rizopoulos]

You didn't say how you want these variables to be distributed, but in 
case you want a multivariate normal, then have a look at function 
mvrnorm() from package MASS, and especially at the 'empirical' argument, 
e.g.,

library(MASS)

# assumed covariance matrix
V <- cbind(c(2, 1), c(1, 1.2))
V

x1 <- mvrnorm(1000, c(0,0), V, empirical = FALSE)
var(x1)

x2 <- mvrnorm(1000, c(0,0), V, empirical = TRUE)
var(x2)


I hope it helps.

Best,
Dimitris


On 1/28/2013 7:11 AM, Simon Givoli wrote:
> Hi!
>
> I want to create a random matrix with 15 variables, each variable having
> 1000 observations.
> Between each two variables, I want to define a specific (*not *random)
> correlations between them, but still saving the "randomness" of each
> variable (mean=zero, s.d=1).
> How can I do this in R?
>
> thanks,
> Simon
>
> 	[[alternative HTML version deleted]]
>
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-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

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