[R] Hashes in R? Multivariate random numbers? Cholesky decomposition?
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri May 18 15:59:41 CEST 2001
On Fri, 18 May 2001, Johann Petrak wrote:
> I am also looking for multivariate gaussian random numbers.
mvrnorm in package MASS
> That brings me to: is there cholesky decomposition of
> a matrix?
Well, there is a Choleski decomposition (as he apparently spelt it):
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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