[R] R help
murdoch at stats.uwo.ca
Tue Apr 29 22:36:09 CEST 2003
On Tue, 29 Apr 2003 20:54:25 +0100 (BST), you wrote in message
<20030429195425.18439.qmail at web10904.mail.yahoo.com>:
> I have the normal random variables y(t)~N(mu, sigma.sq) and want to decompose them into n normal variables:
> y(t) = x(t,1) +
> The problem is not as simple as can appear. All my experiments didnt give me anything so far. Are there any tools to do this?
Work out the joint distribution of the x's conditional on y, then
sample from that. This sort of calculation appears in lots of places,
e.g. Searle (1971), Linear Models, p. 47.
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