[R] Generate Random Samples

From: Peng Jiang <jp021_at_sjtu.edu.cn>
Date: Thu, 12 Jun 2008 23:24:25 +0800


I am a newbie to R and I am working with a Mac.

Is there any package that I can use to generate random samples from a user defined distribution ? That is , I define a distribution function ( maybe multi dimension ) and I want some random samples generated from my this distribution.

Or, there is a more specific problem . If I have a three component mixture with each of them being normal distribution( say 3 dimension ) , is there any package that I can use to generate random samples from this mixture . I know I can generate random samples from each individual component. However, can I just add them directly????


Peng Jiang
Ph.D. Candidate

Antai College of Economics & Management
Department of Mathematics
Shanghai Jiaotong University (Minhang Campus) 800 Dongchuan Road
200240 Shanghai
P. R. China

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