[R] simulation

From: Stat Consult <statconsult90_at_gmail.com>
Date: Mon, 30 May 2011 15:56:07 +0430

Dear ALL

I want to simulate data from Multivariate normal distribution.


S <-matrix(rep(0,10000),nrow=100)

for( i in 1:100){sigma<-runif(100,0.1,10);S

for (i in 1:20){for (j in 1:20){if (i != j){S [i,j]=0.3*sigma[i]*sigma[j]}}}

for (i in 21:40){for (j in 21:40){if (i != j){S

for (i in 41:60){for (j in 41:60){if (i != j){S

for (i in 61:80){for (j in 61:80){if (i != j){S

for (i in 81:100){for (j in 81:100){if (i != j){S

How should I do when S is not positive definite matrix?

I saw this error: 'Sigma' is not positive definite.

best regards,


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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. Received on Mon 30 May 2011 - 12:26:20 GMT

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