[R] How to calculate random matrices from the multivariate normal distribution
Spencer Graves
spencer.graves at pdf.com
Fri Jun 17 17:29:01 CEST 2005
RSiteSearch("random multivariate normal") produced 82 hits, the
fourth of which was for "multivariate normal distribution", function
pmvnorm in library mvtnorm, which also includes a function rmvorm, that
should do what you want.
Buena suerte. spencer graves
Juan Carlos Quiroz Espinosa wrote:
> Hi R users,
>
> I am trying to calculate MonteCarlo from the multivariate normal
> distribution. I am utilizing the parameters vector (how mean) and
> covariance matrix (or 1/hessian) how input.
>
> Can anyone provide guidance on how I could do this?
>
> Thank you.
>
> ************************************************
> Juan Carlos Quiroz
> Instituto de Fomento Pesquero
> Blanco 839
> Valparaiso, CHILE.
> Casilla 8V
> Office: 56+032-322497
> Email: jquiroz at ifop.cl
>
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