# [R] Problems creating a random sample

Chong Gu chong at stat.purdue.edu
Wed Jan 12 15:44:38 CET 2000

```   Date: Wed, 12 Jan 2000 13:05:21 +0100 (CET)
From: Adriane Leal <loparic at student.fsa.ucl.ac.be>
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Hi!

I'm supposed to create a random sample bivariate normal variates of size
equal to 250 with  mean vector (-1,1) and cov matrix (1,0.95,0.95,1)

In S language I would write:

> mean<-c(-1,1)
> cov<-c(1,0.95,0.95,1)
> covmat<-matrix(cov,nrow=2,ncol=2)
> mvnorm<-rmvnorm(250,mean,covmat)
... and it should work

I've tried this in R, but it does not recognize "rmvnorm".

(Error: couldn't find function "rmvnorm")

Does anybody knows what function should I use in this case?

My best regards,

Here is one way to do it:

covsqrt<-chol(matrix(c(1,.95,.95,1),2,2))
mvnorm<-matrix(rnorm(500),250,2)%*%covsqrt+c(-1,1)

Chong
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