[R] Sampling 1000 times from a bivariate normal distibution

[Achim Zeileis]

On Tue, 04 May 2004 11:21:37 -0400 Sung Kim wrote:

> Dear expert,
> 
> I have two coefficients and covariance matrix. 
> 
> My objective is sampling 1000 times from the mean and covariance
> matrix.
> 
> In order to get that, what kind of commend should I use?
> 
> If you do not mind, could you tell me the comment in detail about
> parameter used in that commend also? 
> 

Look at rmvnorm in package mvtnorm:

library(mvtnorm)
help(rmvnorm)

m <- c(10, 40)
S <- matrix(c(10, 80, 80, 30), ncol = 2)
x <- rmvnorm(n = 1000, mean = m, sigma = S)
plot(x)

hth
Z
  
> 
> Thank you.
> 
>  
> 
> Sung.
> 
> 
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> 
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