Dear Eric,
See ?mvrnorm in the MASS package.


HTH,

Jorge



On Mon, Feb 2, 2009 at 11:15 AM, eric lee <ericlee100@gmail.com> wrote:

> Hi.
>
> I have two variables, x and y, that are each normally distributed with
> mean 0 and have known standard deviations.  The variables also have a
> known correlation, so I can represent their correlations in a matrix
> like so:
>
> a <- array(c(0.3,0.1,0.1,0.2),c(2,2))
> a
>
> Is there an R function that generates random values for my two
> variables given the correlation?  I'd like to do this for up to 5
> variables and I'm running version 2.7.2 on a windows platform.
> Thanks.
>
> eric
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

	[[alternative HTML version deleted]]


