[R] Generate Random Samples

[Moshe Olshansky]

To answer your specific question, you can use mvrnorm (from MASS, i.e. library(MASS)) to generate each component.
To generate a mixture with three components (Prob(1 st component) = p1,
Prob(2nd component) = p2, Prob(3rd component) = p3, p1+p2+p3=1), you can generate a uniformly distributed variable X in (0,1) and then generate the 1st component if X < p1, the 2nd one if p1 <= X < p1+p2 and the 3rd one if X >=p1+p2.


--- On Fri, 13/6/08, Peng Jiang <jp021 at sjtu.edu.cn> wrote:

> From: Peng Jiang <jp021 at sjtu.edu.cn>
> Subject: [R] Generate Random Samples
> To: r-help at r-project.org
> Received: Friday, 13 June, 2008, 1:24 AM
> Hi,
> 
> I am a newbie to R and I am working with a Mac.
> 
> Is there any package that I can use to generate random
> samples from a  
> user defined distribution ?  That is , I define a
> distribution  
> function ( maybe multi dimension ) and I want some random
> samples  
> generated from my this distribution.
> 
> Or, there is a more specific problem . If I have a three
> component  
> mixture with each of them being normal distribution( say 3 
> 
> dimension ) , is there any package that I can use to
> generate random  
> samples from this mixture . I know I can generate random
> samples from  
> each individual component. However, can I just add them
> directly????
> 
> Thanks.
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> --------------------------
> Peng Jiang
> 江鹏
> Ph.D. Candidate
> 
> Antai College of Economics & Management
> 安泰经济管理学院
> Department of Mathematics
> 数学系
> Shanghai Jiaotong University (Minhang Campus)
> 800 Dongchuan Road
> 200240 Shanghai
> P. R. China
> 
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