[R] [FORGED] Correlated sampling

[Rolf Turner]

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?

?MASS::mvrnorm

?mvtnorm::rmvnorm

There may be others!

cheers,

Rolf Turner

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