[R] Generating Correlated Random Variables

[Dimitrios Rizopoulos]

look at: 

help("mvrnorm", package = "MASS")
help("rmnorm", package = "mnormt")
help("rmvnorm", package = "mvtnorm")

I hope it helps.

Best,
Dimitris

---- 
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


Quoting Tolga Uzuner <tolga at coubros.com>:

> Dear Fellow R Users,
> 
> If I have an NxN correlation matrix and want to generate N correlated
> 
> random variables N(0,1), is there a simply package in R I can use ?
> 
> Thanks,
> Tolga
> 
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