[R] Generating MVN Data

Rauf Ahmad rahmad at gwdg.de
Tue Feb 13 15:14:18 CET 2007


Dear All

I want to generate multivariate normal data in R for a given covariance 
matrix, i.e. my generated data must have the given covariance matrix. I 
know the rmvnorm command is to be used but may be I am failing to 
properly assign the covariance matrix.

Any help will be greatly appreciated

thanks.

M. R. Ahmad



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