Re: [R] help about random generation of a Normal distribution of several variables

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Sat, 05 Jul 2008 17:43:46 +0100

On Sat, 2008-07-05 at 18:21 +0200, Arnau Mir wrote:
> Hello.
>
> Somebody knows how can I generate a set of n random vectors of a normal
> distribution of several variables?
> For example, I want to generate n=100 random vectors of two dimensions for
> a normal with mean c(0,1) and variance matrix: matrix(c(2,1,1,3),2,2).

One is mvrnorm() in the MASS package, part of the VR bundle that comes with R.

> require(MASS)
> mu <- c(0,1)
> Sigma <- matrix(c(2,1,1,3),2,2)
> res <- mvrnorm(100, mu = mu, Sigma = Sigma)
> head(res)

           [,1] [,2]

[1,]  2.7582876  1.04208798
[2,]  0.6364184 -0.08043244
[3,] -1.8897731  0.04051395
[4,]  2.6699881  0.83163661
[5,] -1.1942385 -1.17503716
[6,] -0.4303459 -0.80880649

HTH G



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