[R] random number generator

[Prof Brian Ripley]

> Date: Tue, 28 Nov 2000 14:23:46 +0000
> From: AHMED MAMI <amami at ma.man.ac.uk>
> 
> I have an inquire about the RNG in R

(I don't think so: this is nothing to do with the `random number generator'.)

> It is known that when we use the " rnorm " function , we pass the
> arguments :
> 
> 1- number of variables to be generated
> 2- mean vector of the normal random errors.
> 3- standard deviation vector of the normal random errors.
> 
> my question is the following
> 
> Is the a way (a function) in R that we could specify the covariance
> matrix in step 3, instead of the
> 
> standard deviation vector of the normal random errors, since we want to
> generate multivariate
> 
> correlated random data.

Perhpas, you do, but you don't use rnorm for that.  Try mvrnorm in
package MASS.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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