[R] Generating MVN Data

[Rauf Ahmad]

Dear All

many thanks for your kind help and quick response. I actually used the 
same code (but as rmvnorm in library mvtnorm) to generate data. But I 
was not sure since I thought I might have to do some decomposition of 
the matrix and then generate the data. But now it is confirmed.

with many thanks again and regards

M. R. Ahmad


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