[R] [FORGED] Correlated sampling

Rolf Turner r@turner @end|ng |rom @uck|@nd@@c@nz
Fri Apr 10 03:19:45 CEST 2020

On 10/04/20 12:09 pm, Bernard Comcast wrote:

> I want to create a Monte Carlo simulation with 4 input parameters
> that are correlated with each other. The parameters have normal
> distributions and the variance/covariance matrix is known. Are there
> any R functions available to generate such correlated normal random
> variables?



There may be others!


Rolf Turner

Honorary Research Fellow
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276

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