[R] generate multiple mvrnorm samples using apply-like

[Dennis Murphy]

Hi:

Does this work?

v <- lapply(1:nrow(means), function(j) mvrnorm(n, means[j, ], Sigma,
empirical = TRUE))
vals <- cbind(group = rep(1:nrow(means), each = n), do.call(rbind, v))

HTH,
Dennis

On Sat, May 7, 2011 at 3:34 PM, Michael Friendly <friendly at yorku.ca> wrote:
> I want to generate multiple multivariate normal samples with different mean
> vectors
> and common covariance matrix.
> I can do this with a loop, but can't quite figure out how to do it with
> apply and friends.
> In the example below, I want values to have 3 columns: group, x, y
>
> # number of groups, and group means
> x <- jitter(seq(2,10,by=2))
> y <- x + rnorm(length(x), 0, .5)
> means <- cbind(x,y)
> Sigma <- matrix(c(6,3,3,2),2,2)
>
> # loop version
> n<- 10
> values <- NULL
>
> for (i in 1:length(x)) {
>    val <- mvrnorm(n, means[i,], .5*Sigma, empirical=TRUE)
>    values <- rbind(values, val)
> }
> group <- factor(rep(letters[1:length(x)], each=n))
> values <- cbind(group=group, values)
>
>> str(values)
>  num [1:50, 1:3] 1 1 1 1 1 1 1 1 1 1 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr [1:3] "group" "x" "y"
>
> # trying apply
> vals <- apply(means, 1, function(x) mvrnorm(n, x, Sigma, empirical=TRUE))
> str(vals)
> head(vals)
>
> But this gives me a 20 x 5 matrix, with the groups as columns and 10 pairs
> of rows
> representing x, y values.
>
>> str(vals)
>  num [1:20, 1:5] 4.055 -0.124 3.469 -1.169 0.872 ...
>> head(vals)
>           [,1]      [,2]     [,3]      [,4]      [,5]
> [1,]  4.0551667  4.640607 8.448465 11.795849 12.117418
> [2,] -0.1242431  2.480197 7.496188  3.140649 11.473915
> [3,]  3.4688356 -0.415469 5.709368  8.188018  6.832460
> [4,] -1.1691558  6.579454 2.153095 10.607982  9.053140
> [5,]  0.8722773  5.121265 2.168577  7.392535  6.557844
> [6,]  7.2737826  2.583776 9.490320  8.144200 11.243709
>>
>
> --
> Michael Friendly     Email: friendly AT yorku DOT ca
> Professor, Psychology Dept.
> York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
> 4700 Keele Street    Web:   http://www.datavis.ca
> Toronto, ONT  M3J 1P3 CANADA
>
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