Re: [R] How to calculate random matrices from the multivariate normal distribution

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Sat 18 Jun 2005 - 01:23:52 EST

On 6/17/2005 11:03 AM, Juan Carlos Quiroz Espinosa wrote:
> Hi R users,
>
> I am trying to calculate MonteCarlo from the multivariate normal
> distribution. I am utilizing the parameters vector (how mean) and
> covariance matrix (or 1/hessian) how input.
>
> Can anyone provide guidance on how I could do this?

You probably want the mvrnorm function from the MASS package.

Duncan Murdoch



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