Hi room, 
Just want to find out if we do have any package in R that simulates a
multivariate data using historical values.
What about the simulation but with a long term views on some metrics,
i.e. Mean, Volatility, correlation, etc...
Example, I have a 2 years time series of the returns on 5 asset classes
and I want to project the future returns just on a simulation basis. (It
needs not preserve necessarily their time dependency distribution).
Any model or any Monte Carlo methods or bootstrapping should do,
including a simple block or row re-sampling with repetition. 
Please reply on the basic of a multivariate historical data. This is not
a portfolio simulation but a simulation of the portfolio constituents. 
Any information is highly appreciated.
Thanks 
-----
Mama Attiglah, PhD
Quantitative Research Analyst
Advanced Research Center
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at 
www.ssga.com


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