[R] Random samples from a multivariate normal distribution

Thomas Lumley tlumley at u.washington.edu
Tue Oct 30 18:31:37 CET 2001


On Tue, 30 Oct 2001, Richard Nixon wrote:

> Hello,
>
> Has anyone used R to generate random samples from a multivariate normal
> distribution?
>

Many people.  They use the mvrnorm() function in the MASS package.

This might be a good time to remind everyone of help.search(). Any of
  help.search("multivariate")
  help.search("normal")
  help.search("distribution")
will mention mvrnorm() if you have MASS installed (which, as of 1.3.0, you
almost certainly do).

	-thomas

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