[R] multivariate normal distribution

Rolf Turner r.turner at auckland.ac.nz
Tue Dec 2 09:59:14 CET 2014


On 02/12/14 19:55, Patty Haaem wrote:
> Dear every one I want to generate 10 vector of multivariate normal
> distribution(means  are zero and the size of the vectors is 40).
> correlation among these variables is |0.5| ^(i-j) , i,j=1,...,10.
> How can I generate these vectors?

Sure sounds like homework to me.  This list has a ***no homework*** policy.

cheers,

Rolf Turner

P. S. Even if it's not homework as such, the list expects you to put a 
modicum of effort into searching for the relevant facilities.  In this 
case a search is not difficult to carry out.

Don't expect others to do your work for you.

R. T.



-- 
Rolf Turner
Technical Editor ANZJS



More information about the R-help mailing list