[R] simulate the data set having the same covariance matrix

[Prof Brian Ripley]

library(MASS)
?mvrnorm
Note the 'empirical' argument.

On Sat, 13 Aug 2005, Glazko, Galina wrote:

> I have the set of multidimensional vectors X1,.,Xn and I need to 
> simulate the data set having the same covariance matrix, as for X1,.., 
> Xn.
>
> Do someone know how it can be done in R?
> I appreciate your help.

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595