[R] Generating Correlated Random Variables

From: Tolga Uzuner <tolga_at_coubros.com>
Date: Mon 26 Jun 2006 - 07:11:18 EST


Dear Fellow R Users,

If I have an NxN correlation matrix and want to generate N correlated random variables N(0,1), is there a simply package in R I can use ?

Thanks,
Tolga



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