[R] generate bi-variate normal data

Shin, David david.shin at pearson.com
Sat Jul 1 07:15:21 CEST 2006


Dear all,

I would like to generate bi-variate normal data given that the first column
of the data is known. for example:
I first generate a set of data using the command, 
x <- rmvnorm(10, c(0, 0), matrix(c(1, 0, 0, 1), 2))

then I would like to sum up the two columns of x:
x.sum <- apply(x, 1, sum)

now with x.sum I would like to generate another column of data, say y, that
makes cbind(x.sum, y) follow a bi-variate normal distribution with mean =
c(0, 0) and sigma = matrix(c(1, 0, 0, 1),2)

I will appreciate for all insights.

David s.

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