[R] simulate the data set having the same covariance matrix

From: Glazko, Galina <GVG_at_Stowers-Institute.org>
Date: Sat 13 Aug 2005 - 20:34:11 EST

Dear list,

I have the set of multidimensional vectors X1,.,Xn and I need to simulate the data set having the same covariance matrix, as for X1,.., Xn.

Do someone know how it can be done in R? I appreciate your help.

Best regards
Galina



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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 Received on Sat Aug 13 21:35:11 2005

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