[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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